Manual Do Usuário Do Laz Stats PDF

Statistics and Measurement Concepts for LazStats William G.
Miller ©2012
Statistics and Measurement Concepts for

LazStats
A User’s Manual
By
William G. Miller
2012
1
Statistics and Measurement Concepts for LazStats William G. Miller ©2012
Table of Contents
Statistics and Measurement Concepts for LazStats 1
A User’s Manual 1
Table of Contents 2
Table of Fig.s 7
Chapter 1. Installing and Using LazStats 11
Introduction 11
Installing LazStats 11
Starting LazStats 12
Files 13
Creating a File 13
Entering Data 14
Saving a File 15
The Main Form Menus 15
The Variables Menu 16
The Edit Menu 17
The Tools Menu 17
The Analyses Menu 20
The Simulation Menu 20
Creating Research Reports 21
Graphic Images 22
Some Common Errors! 22
Chapter 2. Basic Statistics 24
Introduction 24
Symbols Used in Statistics 24
Probability Concepts 26
Additive Rules of Probability 26
The Law of Large Numbers 27
Multiplication Rule of Probability 27
Permutations and Combinations 28
Conditional Probability 28
Probabilty as an Area 30
Sampling 30
The Mean 30
Variance and Standard Deviation 32
Estimating Population Parameters : Mean and Standard Deviation 33
The Standard Error of the Mean 35
Descriptive Statistics With LazStats 36
Central Tendency and Variability 36
Frequencies 38
Cross-Tabulation 40
Breakdown 40
Normality Tests 42
X Versus Y Plot 43
Group Frequency Histograms 45
Repeated Measures Bubble Plot 46
Comparisons With Theoretical Distributions 48
Box Plots 51
Plot X Versus Multiple Y Values 53
Stem and Leaf Plot 54
Multiple Group X Versus Y Plot 56
Resistant Line 57
Compare Distributions 58
Data Smoothing 60
Chapter 3. Comparisons 62
Testing Hypotheses for Differences Between or Among Means 62
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Decision Risks. 63
Hypotheses Related to a Single Mean. 64
Determining Type II Error and Power of the Test 66
Sample Size Requirements for the Test of One Mean 69
Confidence Intervals for a Sample Mean 71
Frequency Distributions 72
The Normal Distribution Model 74
The Median 74
Skew 75
Kurtosis 75
The Binomial Distribution 75
The Poisson Distribution 76
The Chi-Squared Distribution 77
The F Ratio Distribution 78
The “Student” t Test 79
Comparisons 80
Proportion Differences 84
Correlation Differences 85
Tests for Two Means 87
Chapter 4. The Product Moment Correlation 90
Testing Hypotheses for Relationships Among Variables: Correlation 91
Transformation to z Scores 93
Simple Linear Regression 98
The Least-Squares Fit Criterion 99
The Variance of Predicted Scores 101
The Variance of Errors of Prediction 102
Testing Hypotheses Concerning the Pearson Product-Moment Correlation. 102
Test That the Correlation Equals a Specific Value 103
Testing Equality of Correlations in Two Populations 105
Differences Between Correlations in Dependent Samples 107
Partial and Semi-Partial Correlations 109
Autocorrelation 110
Series 116
Calculating Correlations 117
Partial and Semi-Partial Correlations 120
Chapter 5. Multiple Regression 122
The Linear Regression Equation 122
Least Squares Calculus 124
Finding A Change in Y Given a Change in X For Y=f(X) 126
Geometric Interpretation of a Derivative 131
Least Squares Regression for Two or More Independent Variables 134
Matrix Form for Normal Equations Using Raw Scores 136
Matrix Form for Normal Equations Using Deviation Scores 136
Matrix Form for Normal Equations Using Standardardized Scores 137
Hypothesis Testing in Multiple Regression 139
Testing the Difference Between Regression Coefficients 141
Stepwise Multiple Regression 142
Block Entry Multiple Regression 143
Stepwise Forward Multiple Regression 144
Backward Stepwise Multiple Regression 145
Simultaneous Multiple Regression 148
Best Fit Multiple Regression 150
Polynomial (Non-Linear) Regression 156
Ridge Regression Analysis 156
Binary Logistic Regression 157
Cox Proportional Hazards Survival Regression 159
Weighted Least-Squares Regression 161
2-Stage Least-Squares Regression 166
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Non-Linear Regression as Implemented in LazStats 171

Chapter 6. Analysis of Variance 174
Theory of Analysis of Variance 174
The Completely Randomized Design 174
Fixed and Random Effects 176
Analysis of Variance - The Two-way, Fixed-Effects Design 176
Random Effects Models 180
One Between, One Repeated Design 181
Two Factor Repeated Measures Analysis 186
Nested Factors Analysis Of Variance Design 186
A, B and C Factors with B Nested in A 187
Latin and Greco-Latin Square Designs 188
One Fixed and One Random Factor ANOVA 196
Analysis of Variance - Treatments by Subjects Design 197
Treatment by Subjects (AxS Mixed Design) 202
Two Factor Repeated Measures Analysis 203
Nested Factors Analysis Of Variance Design 210
A, B and C Factors with B Nested in A 211
Latin and Greco-Latin Square Designs 213
Analysis of Variance Using Multiple Regression Methods 235
Two Factor ANOVA by Multiple Regression 239
Analysis of Covariance By Multiple Regression Analysis 241
Sums of Squares by Regression 242
Analysis of Variance Using Multiple Regression Methods 243
Chapter 7. Multivariate Statistics 248
Canonical Correlation 248
The Canonical Analysis 251
Discriminant Function / MANOVA 251
Cluster Analyses 252
Path Analysis 253
Factor Analysis 254
Discriminant Function / MANOVA 258
Cluster Analyses 264
Path Analysis 275
Factor Analysis 281
Correspondence Analysis 285
Bartlett's Test of Sphericity 288
Log Linear Analysis for Cross-Classified Data 289
Log Linear for an A x B Classification Table 290
Log Linear Analysis for an A x B x C Classification Table 292
Log Linear Screen 304
Chapter 8. Non-Parametric Statistics 306
Contingency Chi-Square 306
Spearman Rank Correlation 307
Mann-Whitney U Test 307
Fisher’s Exact Test 307
Kendall’s Coefficient of Concordance 307
Kruskal-Wallis One-Way ANOVA 308
Wilcoxon Matched-Pairs Signed Ranks Test 308
Cochran Q Test 308
Sign Test 309
Friedman Two Way ANOVA 309
Probability of a Binomial Event 309
Runs Test 310
Kendall's Tau and Partial Tau 310
The Kaplan-Meier Survival Test 311
Kolmogorov-Smirnov Test 311
Contingency Chi-Square 311
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Spearman Rank Correlation 313

Mann-Whitney U Test 314
Fisher’s Exact Test 316
Kendall’s Coefficient of Concordance 317
Kruskal-Wallis One-Way ANOVA 319
Wilcoxon Matched-Pairs Signed Ranks Test 320
Cochran Q Test 321
Sign Test 322
Friedman Two Way ANOVA 323
Probability of a Binomial Event 325
Runs Test 326
Kendall's Tau and Partial Tau 327
The Kaplan-Meier Survival Test 328
Sen’s Slope Estimate (Series Data) 334
Kolmogorov-Smirnov Test 335
Kappa and Weighted Kappa 336
Generalized Kappa 338
RIDIT Analysis 339
Scheirer-Ray-Hare Test 348
Median Polishing 348
Chapter 9. Statistical Process Control 349
Introduction 349
XBAR Chart 349
Range Chart 349
S Control Chart 349
CUSUM Chart 349
p Chart 350
Defect (Non-conformity) c Chart 351
Defects Per Unit u Chart 351
Chapter 10. Linear Programming 352
Introduction 352
Calculation 353
Implementation in Simplex 353
Chapter11. MEASUREMENT 354
Test Theory 354
Scales of Measurement 354
Nominal Scales 354
Ordinal Scales of Measurement 354
Interval Scales of Measurement 355
Ratio Scales of Measurement 355
Reliability, Validity and Precision of Measurement 356
Validity 361
Effects of Test Length 363
Composite Test Reliability 364
Reliability by ANOVA 365
Item and Test Analysis Procedures 373
Classical Item Analysis Methods 373
Item difficulty 374
The Item Analysis Program 375
Item Response Theory 375
The One Parameter Logistic Model 377
Measuring Attitudes, Values, Beliefs 381
Methods for Measuring Attitudes 381
Classical Test Item Analysis 397
Analysis of Variance: Treatment by Subject and Hoyt Reliability 401
Kuder-Richardson #21 Reliability 403
Weighted Composite Test Reliablity 403
Rasch One Parameter Item Analysis 404
5
Guttman Scalogram Analysis 408

Minimal Marginal Reproducibility := 1.000 410
Successive Interval Scaling 410
Differential Item Functioning 412
Adjustment of Reliability For Variance Change 419
Polytomous DIF Analysis 420
Spearman-Brown Reliability Prophecy 425
Course Grades System 425
Item Banking 428
Chapter 12. Statistical Process Control 434
XBAR Chart 434
Range Chart 437
S Control Chart 438
CUSUM Chart 441
p Chart 443
Defect (Non-conformity) c Chart 444
Defects Per Unit u Chart 447
Chapter 13. Financial 449
The Loan Amortization Procedure 449
Sum of Years Depreciation 449
Straight Line Depreciation 450
Double Declining Value 450
Chapter 14. Matrix Manipulation 451
Purpose of MatMan 451
Using MatMan 451
Using the Combination Boxes 451
Files Loaded at the Start of MatMan 452
Clicking the Matrix List Items 452
Clicking the Vector List Items 452
Clicking the Scalar List Items 452
The Grids 452
Operations and Operands 453
Menus 453
Combo Boxes 453
The Operations Script 453
Getting Help on a Topic 453
Scripts 454
Files 456
Entering Grid Data 459
Matrix Operations 461
Vector Operations 467
Scalar Operations 468
BIBLIOGRAPHY 470
Index 474
6
Table of Figures
Fig. 1.1 The LazStats Main Form 12

Fig. 1.2 Variable Definitions Dialog 13
Fig. 1.3 The Options Menu 14
Fig. 1.4 The Save Dialog Form 15
Fig. 1.5 The Transformation Form 16
Fig. 1.6 The Equation Editor 17
Fig. 1.7 The Tools Menu 17
Fig. 1.8 The Sort Cases Menu 18
Fig. 1.9 The Select Cases Dialog Form 18
Fig. 1.10 The Select IF Dialog Form 19
Fig. 1.11 Selection of Cases at Random 19
Fig. 1.12 Selecting a Range of Cases 19
Fig. 1.13 Re-coding Values of a Variable 20
Fig. 1.14 The Analyses Menu, Descriptive Options 20
Fig. 1.15 The Simulation Menu 21
Fig. 1.16 Copying An Image Into A Document 22
Fig. 2.1 The Dialog for Central Tendency and Variability 36
Fig. 2.2 The Frequencies Dialog 38
Fig. 2.3 Specifying the Interval Size and Number of Intervals for the Frequency Analysis 38
Fig. 2.4 A Plot of Frequencies in the Cansas.LAZ File 39
Fig. 2.5 Specification of a Cross-Tabulation 40
Fig. 2.6 The Breakdown Form 41
Fig. 2.7 Normality Test Dialog 42
Fig. 2.8 X Versus Y Dialog 43
Fig. 2.9 A Plot of Two Variables 44
Fig. 2.10 Specification Dialog for a Frequency Analysis 45
Fig. 2.11 A Sample Group Frequency Plot 45
Fig. 2.12 Repeated Measures Bubble Plot Dialog 46
Fig. 2.13 Bubble Plot of School Achievement 47
Fig. 2.14 Plot of Teacher-Student Ratio to Achievement 48
Fig. 2.15 Comparison of Cumulative Distributions 49
Fig. 2.16 Cumulative Normal vs. Cumulative Observed Values 49
Fig. 2.17 Scatter Plot of Values for Three Variables 50
Fig. 2.18 Rotated Variables to Examine Relationship Between Two Variables 50
Fig. 2.19 Box Plot Dialog 51
Fig. 2.20 Box Plot of the Slice Variable 52
Fig. 2.21 Plot X Versus Multiple Y Dialog 53
Fig. 2.22 Teacher Salaries Versus SAT Achievement 54
Fig. 2.23 Stem and Leaf Plot Dialog 55
Fig. 2.24 The Multiple Group X vs. Y Plot Dialog 56
Fig. 2.25 An X vs. Y Plot for Multiple Groups 57
Fig. 2.26 Form for Resistant Line 57
Fig. 2.27 Median Plot for Resistant Line 58
Fig. 2.28 Form for Comparing Distributions 59
Fig. 2.29 Plot of Cumulative Distributions 60
Fig. 2.30 Frequency Plot of Two Distributions 60
Fig. 2.31 Form for Smoothing Data 61
Fig. 2.32 Smoothed Data Cumulative Distributions 61
Fig. 2.33 Smoothed Frequency Distributions 61
Fig. 3.1 Distribution of Sample Means 66
Fig. 3.2 Sample Size Estimation 67
Fig. 3.3 Power Curves 68
Fig. 3.4 Null and Alternate Hypotheses for Sample Means 70
Fig. 3.5 Sample Plot of Test Scores 73
Fig. 3.6 Sample Proportions of Test Scores 73
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Fig. 3.7 Sample Cumulative Probabilities of Test Scores 73

Fig. 3.8 Sample Probability Plot 76
Fig. 3.9 A Poisson Distribution 77
Fig. 3.10 Chi-squared Distribution with 4 Degrees of Freedom 78
Fig. 3.11 t Distribution with 2 Degrees of Freedom 80
Fig. 3.12 t Distribution with 100 Degrees of Freedom 80
Fig. 3.13 Single Sample Tests Dialog For a Sample Mean 81
Fig. 3.14 One Sample Test for a Proportion 82
Fig. 3.15 One Sample Correlation Test 82
Fig. 3.16 One Sample Variance Test 83
Fig. 3.17 Testing Equality of Two Proportions 84
Fig. 3.18 Testing Equality of Two Independent Proportions (Grid Data) 85
Fig. 3.19 Test of Difference Between Two Independent Correlations 86
Fig. 3.20 Dialog Form For The Student t-Test 88
Fig. 3.21 Student t-Test For Data in the Data Grid 88
Fig. 4.1 A Negative Correlation Plot 90
Fig. 4.2 Scattergram of Two Variables 91
Fig. 4.3 Scattergram of a Negative Relationship 92
Fig. 4.4 Scattergram of Two Variables with Low Relationship 93
Fig. 4.5 A Simulated Negative Correlation Plot 97
Fig. 4.6 X Versus Y Plot of Five Values 98
Fig. 4.7 Plot for a Correlation of 1.0 99
Fig. 4.8 Single Sample Tests Dialog Form 105
Fig. 4.9 Form for Comparison of Correlations 108
Fig. 4.10 The Autocorrelation Dialog 111
Fig. 4.11 The Moving Average Dialog 112
Fig. 4.12 Plot of Smoothed Points Using Moving Averages 112
Fig. 4.13 Plot of Residuals Obtained Using Moving Averages 113
Fig. 4.14 Polynomial Regression Smoothing Form 113
Fig. 4.15 Plot of Polynomial Smoothed Points 114
Fig. 4.16 Plot of Residuals from Polynomial Smoothing 114
Fig. 4.17 Auto and Partial Autocorrelation Plot 116
Fig. 4.18 X Versus Y Plot 118
Fig. 4.19 SingleSample Tests Dialog Form 118
Fig. 4.20 Form for Comparison of Correlations 119
Fig. 4.21 Form for Partial and Semi-Partial Correlation 120
Fig. 5.1 A Simple Function Map 125
Fig. 5.2 A Function Map in Three Dimensions 126
Fig. 5.3 The Minimum of a Function Derivative 132
Fig. 5.4 Dialog for the Block Entry Multiple Regression Procedure 143
Fig. 5.5 Forward Stepwise MR Dialog 144
Fig. 5.6 Backward Stepwise MR Dialog 146
Fig. 5.7 Simultaneous MR Dialog 148
Fig. 5.8 Best Fit MR Dialog 151
Fig. 5.9 Binary Logistic MR Dialog 158
Fig. 5.10 Cox Proportional Hazzard Regression Dialog 160
Fig. 5.11 Weighted Least Squares Regression Dialog 162
Fig. 5.12 Plot of Ordinary Least Squares Regression 166
Fig. 5.13 Plot of Weighted Least Squares Regression 166
Fig. 5.14 Two Stage Least Squares Regression Dialog 167
Fig. 5.15 Non Linear Regression Dialog 172
Fig. 6.1 Specification of a Two-Way ANOVA 196
Fig. 6.2 Within Subjects ANOVA Form 200
Fig. 6.3 Treatment by Subjects ANOVA Form 202
Fig. 6.4 Plot of Treatment by Subjects ANOVA Means 203
Fig. 6.5 Form for the Two-Way Repeated Measures ANOVA 204
Fig. 6.6 Plot of Factor A Means in the Two-Way Repeated Measures Analysis 205
Fig. 6.7 Plot of Factor B in the Two-Way Repeated Measures Analysis 206
8
Fig. 6.8 Plot of Factor A and Factor B Interaction in the Two-Way Repeated Measures Analysis 207
Fig. 6.9 The Nested ANOVA Form 210
Fig. 6.10 Three Factor Nested ANOVA 211
Fig. 6.11 Latin and Greaco-Latin Squares Form 214
Fig. 6.12 Latin Squares Analysis Dialog 214
Fig. 6.13 Four Factor Latin Square Design Form 216
Fig. 6.14 Another Latin Square (Plan 3) Dialog Form 218
Fig. 6.15 Latin Square Design Form 220
Fig. 6.16 Latin Square Plan 5 Form 223
Fig. 6.17 Latin Square Plan 6 Form 226
Fig. 6.18 Latin Squares Repeated Analysis Plan 7 (Superimposed Squares) 228
Fig. 6.19 Latin Squares Repeated Analysis Plan 9 230
Fig. 6.20 Analysis of Covariance Form 244
Fig. 7.1 The Cannonical Correlation Dialog 255
Fig. 7.2 Discriminant Function Analysis Form 258
Fig. 7.3 Plot of Cases in a Discriminant Space 262
Fig. 7.4 Specifications fo the Hierarchical Cluster Analysis 264
Fig. 7.5 Grouping Errors in Hierarchical Clustering 269
Fig. 7.6 The K-Means Clustering Form 269
Fig. 7.7 Average Linkage Dialog 271
Fig. 7.8 Single Link Clustering Form 272
Fig. 7.9 Path Analysis Form 275
Fig. 7.10 Factor Analysis Dialog 282
Fig. 7.11 Scree Plot of Eigenvalues 282
Fig. 7.12 Correspondence Analysis Form 286
Fig. 7.13 The Bartlett Test of Sphericity Form 289
Fig. 7.14 AxB Log Linear Analysis Dialogue Form 290
Fig. 7.15 AxBxC Classification Log Linear Dialogue 292
Fig. 7.15 Log Linear Screening Dialogue 304
Fig. 8.1 Chi-Squared Dialog 312
Fig. 8.2 Spearman Rank Correlation Form 314
Fig. 8.3 The Mann-Whitney U Test Form 315
Fig. 8.4 Fisher's Exact Test Form 317
Fig. 8.5 Coefficient of Concordance Form 318
Fig. 8.6 The Kruskal-Wallis One-Way ANOVA Form 319
Fig. 8.7 The Wilcoxon Matched Pairs Signed Ranks Test 321
Fig. 8.8 The Q Test Form 322
Fig. 8.9 The Sign Test Form 323
Fig. 8.10 The Friedman Analysis Specification Form 324
Fig. 8.11 Binomial Probability Form 326
Fig. 8.12 Test for Randomness Using the Runs Test 327
Fig. 8.13 Kendall’s Tau and Partial Tau Form 328
Fig. 8.14 The Kaplan-Meier Dialog 331
Fig. 8.15 Kaplan-Meier Survival Plot 334
Fig. 8.16 Sen's Slope Estimates for Series Data 334
Fig. 8.17 Plot of Slopes From Sen's Slope Estimates 335
Fig. 8.18 Kolmogorov-Smirnov Test of Similar Distributions 335
Fig. 8.19 Plot of Distributions in the Kolmogorov-Smirnov Test 336
Fig. 8.20 Kappa Coefficient of Rater Agreement Form 336
Fig. 8.21 Generalized Kappa Form 339
Fig. 8.22 RIDIT Analysis Dialogue Form 340
Fig. 11.1 Classical Item Analysis Dialog 397
Fig. 11.2 Distribution of Test Scores (Classical Analysis) 400
Fig. 11.3 Item Means 401
Fig. 11.4 Hoyt Reliability by ANOVA 401
Fig. 11.5 Within Subjects ANOVA Plot 402
Fig. 11.6 Kuder-Richardson Formula 21 Reliability 403
Fig. 11.7 Composite Test Reliability Dialog 403
9
Fig. 11.8 Rasch Item Analysis Dialog 405

Fig. 11.9 Rasch Item Log Difficulty Estimate Plot 405
Fig. 11.10 Rasch Log Score Estimates 406
Fig. 11.11 A Rasch Item Characteristic Curve 406
Fig. 11.12 A Rasch Test Information Curve 406
Fig. 11.13 Guttman Scalogram Analysis Dialog 408
Fig. 11.14 Successive Scaling Dialog 410
Fig. 11.15 Differential Item Functioning Dialog 412
Fig. 11.16 Differential Item Functioning Curve 414
Fig. 11.17 Another Item Differential Functioning Curve 414
Fig. 11.18 Reliability Adjustment for Variability Dialog 420
Fig. 11.19 Polytomous Item Differential Item Functioning Dialog 420
Fig. 11.20 Level Means for Polytomous Item 421
Fig. 11.21 Level Means 422
Fig. 11.22 Test Item Generation Dialog 423
Fig. 11.23 Generated Item Data in the Main Grid 423
Fig. 11.24 Plot of Generated Test Data 424
Fig. 11.25 Test of Normality for Generated Data 424
Fig. 11.26 Spearman-Brown Prophecy Dialog 425
Fig. 11.27 Grading System Dialog with an Opened Grade Book 426
Fig. 11.28 Grading System Test Specification Dialog 426
Fig. 11.29 Item Banking Dialogue 428
Fig. 11.30 The True or False Item Editing or Creation Dialogue 432
Fig. 12.1 XBAR Chart Dialog 434
Fig. 12.2 XBAR Chart for Boltsize 436
Fig. 12.3 XBAR Chart Plot with Target Specifications 437
Fig.12.4 Range Chart Dialog 437
Fig. 12.5 Range Chart Plot 438
Fig. 12.6 Sigma Chart Dialog 439
Fig. 12.7 Sigma Chart Plot 440
Fig. 12.8 CUMSUM Chart Dialog 441
Fig. 12.9 CUMSUM Chart Plot 442
Fig. 12.10 p Control Chart Dialog 443
Fig. 12.11 p Control Chart Plot 444
Fig. 12.12 Defect c Chart Dialog 445
Fig. 12.13 Defect Control Chart Plot 446
Fig. 12.14 Defects U Chart Dialog 447
Fig. 12.15 Defect Control Chart Plot 448
Fig. 13.1 The Loan Amortization Schedule Dialog 449
Fig. 13.2 The Sum of Years Depreciation dialog 449
Fig. 13.3 The Straight Line Depreciation Dialog 450
Fig. 13.4 The Double Declining Value Dialog 450
Fig. 14.1 The MatMan Dialog 451
Fig. 14.2 Using the MatMan Files Menu 457
10
Chapter 1. Installing and Using LazStats
Introduction
LazStats, among others, are ongoing projects that I have created for use by students, teachers,
researchers, practitioners and others. There is no charge for use of these programs if downloaded directly from a
World Wide Web site. The software is a result of an “over-active” hobby of a retired professor (Iowa State
University.) I make no claim or warranty as to the accuracy, completeness, reliability or other characteristics
desirable in commercial packages (as if they can meet these requirement also.) They are designed to provide a
means for analysis by individuals with very limited financial resources. The typical user is a student in a required
social science or education course in beginning or intermediate statistics, measurement, psychology, etc. Some
users may be individuals in developing nations that have very limited resources for purchase of commercial
products.
LazStats was written using the Free Pascal/Lazarus compiler which may be downloaded from their
site on the Internet. Versions are available for multiple operating systems such as Windows, Linux, Mac OSX, etc.
A program written for one platform can, theoretically, be compiled again for another platform. The package is
similar to the previously available Borland Delphi compiler.
While I reserve the copyright protection of these packages, I make no restriction on their
distribution or use. It is common courtesy, of course, to give me credit if you use these resources. Because I do not
warrant them in any manner, you should insure yourself that the routines you use are adequate for your purposes. I
strongly suggest analyses of textbook examples and comparisons to other statistical packages where available. You
should also be aware that I am constantly revising, correcting and updating LazStats. For that reason, some of the
images and descriptions in this book may not be exactly as you see when you execute the program. I update this
book from time to time to try and keep the program and text coordinated.
Installing LazStats
LazStats has been successfully installed on Windows 95, 98, ME, XT, NT, Vista and Windows 7
systems. Other versions have been compiled by Dr. Chris Rorden and may be acquired by visiting my web site at
http://www.statprograms4U.com. A free setup package (INNO) has been used to package LazStats for installation
on your computer. Included in the setup file are the executable file and HTML files used to access help for various
procedures. At this time, only the LazStats version is receiving my attention for updates and revisions. Individuals
with other platforms that know some programming are encouraged to download Lazarus and my LazStats source
code and build a version of LazStats for their own use.
To install LazStats for Windows, follow these steps:
1. Connect to the internet address: http://www.statprograms4U.com
2. Click on the link to the LazStats INNO setup file. It is about 10 megabytes in size. Your browser should
automatically begin the download process to a directory on your computer.
3. Once you have downloaded the INNO setup file, simply double click the name of the file and the setup will
begin.
4. By default, Windows will normally install LazStats in a programs directory on the C drive. Several users
have had success in using the INNO setup to place the program on a "memory stick" type of drive that plugs into the
"USB" port. You are encouraged to select a directory in your main user area such as the “Documents” directory.
Simply follow the directions provided by the setup program and complete the installation. When completed, there
should be an entry in the Programs menu.
11
Starting LazStats
To begin using a Windows version of LazStats simply click the Windows “Start” button in the lower left portion of
your screen, move the cursor to the “Programs” menu and click on the LazStats entry. The initial screen you see
will be a form that displays the “Open Source” license for the use of this package. Please read it! Once you have
read it and clicked the button to continue, you will be notified that an “Options” file was created. The
OPTIONS.FIL contains the default values for how your data will be stored and what the default missing value is for
a variable (more on this later.) Next, the following form should appear:
Fig. 1.1 The LazStats Main Form

The above form contains several important areas. The “grid” is where data values are entered. Each column
represents a “variable” and each row represents an “observation” or case. A default label is given for the first
variable and each case of data you enter will have a case number. At the top of this “main” form there is a series of
“drop-down” menu items. When you click on one of these, a series of options (and sometimes sub-options) that you
can click to select are shown. Before you begin to enter case values, you probably should “define” each variable to
be entered in the data grid. Select the “VARIABLES” menu item and click the “Define” option. More will be said
about this in the following pages.
12
Files
The “heart” of LazStats or any other statistics package is the data file to be created, saved, retrieved and analyzed.
Unfortunately, there is no one “best” way to store data and each data analysis package has its own method for
storing data. Many packages do, however, provide options for importing and exporting files in a variety of formats.
For example, with Microsoft’s Excel package, you can save a file as a file of “tab” separated fields. Other program
packages such as SPSS can import “tab” files. Here are the types of file formats supported by LazStats:
1.Text files (with the extension .LAZ) NOTE: the file format in this text file is unique to LazStats!
2.Tab separated field files (with the file extension of .TAB.)
3.Comma separated field files (with the file extension of .CSV.)
4.Space separated field files (with the file extension of .SSV.)
My preference is to save files as either a .TEX or .TAB file. This gives me the opportunity to analyze the same
data using a variety of packages. For relatively small files (say, for example, a file with 20 variables and 1000
cases), the speed of loading the different formats is similar and quite adequate.
Creating a File
When LazStats begins, you will see a “grid” of two rows and two columns. The left-most column will
automatically contain the word “Case” followed by a number (1 for the first case.) The top row will contain the
default name of the first variable. You can change the name of the first variable and define additional variables by
clicking on the menu item labeled “VARIABLES” and then clicking on the “Define” option. A “form” will appear
that looks like the Fig. below:
Fig. 1.2 Variable Definitions Dialog

In the above Fig. you will notice that a variable name was automatically generated for the first variable. To change
the default name, click the box with the default Short Name and enter the variable name that you desire. It is
suggested that you keep the length of the name to eight characters or less. You may also enter a long label for the
variable. If you save your file as a .LAZ file, this long name (as well as other descriptive information) will be saved
13
in the file (the use of the long label has not yet been implemented for printing output but will be in future versions.)
To proceed, simply click the Return button in the lower right of this form. The default type of variable is a “floating
point” value, that is, a number which may contain a decimal fraction. If a data field (grid cell) is left blank, the
program will usually assume a missing value for the data. The default format of a data value is eight positions with
three positions allocated to fractional decimal values (format 8.3.) By clicking on any of the specification fields
you can modify these defaults to your own preferences. You can change the number of decimal places (0 for
integers.) You will find that some analyses require that a variable be defined as an integer and others as floating
point values. The drop-down box labeled “Var. Types” lets you click on the type of variable you are defining and
automatically record the integer value that defines that type. If you press the “down-arrow” on your keyboard,
another variable with default values will be added. You can also insert or delete a new variable by clicking one of
the buttons at the bottom of the form. Another way to specify the default format and missing values is by modifying
the "Options" file. When you click on the Options menu the following form appears:
Fig. 1.3 The Options Menu
In the options form you can specify the Data Entry Defaults as well as whether you will be using American or
European formatting of your data (American's use a period (.) and Europeans use a comma (,) to separate the integer
portion of a number from its fractional part.) To change the path to your data, double click your mouse button on
the “Browse” button and then sub-directories of your choice. Double click on that directory to obtain a list of the
files in that directory. In many countries, the separation of the whole number from the fractional part of a floating
point number is a comma (,) and not a period (.) as in the United States. A user that uses the comma separator is
designated a “European” user. The default is the American usage. It is possible to convert one type to another. The
example files all use the American standard. If you use the European standard, you will need to examine the
“default” confidence intervals shown on many of the statistics dialog forms – they may have a period (e.g. 0.05)
instead of a comma (0,05) as needed in the European format. One can click on the value and change it to an
appropriate format.
Entering Data
When you enter data in the grid of the main form there are several ways to navigate from cell to cell. You can, of
course, simply click on the cell where you wish to enter data and type the data values. If you press the “enter” key
following the typing of a value, the program will automatically move you to the next cell to the right of the current
one (assuming you have defined more than one variable.) You may also press the keyboard “down” arrow to move
to the cell below the current one. If it is a new row for the grid, a new row will automatically be added and the
“Case” label added to the first column. You may use the arrow keys to navigate left, right, up and down. You may
14
also press the “Page Up” button to move up a screen at a time, the “Home” button to move to the beginning of a
row, etc. Try the various keys to learn how they behave. You may click on the main form’s Edit menu and use the
delete column or delete row options. Be sure the cursor is sitting in a cell of the row or column you wish to delete
when you use this method. A common problem for the beginner is pressing the "enter" key when in the last column
of their variables. If you do accidentally add a case or variable you do not wish to have in your file, use the edit
menu and delete the unused row or variable. Notice that as you make grid entries and move to another cell, the
previous value is automatically formatted according to the definition for that variable.
Saving a File
Once you have entered a number of values in the grid, it is a good idea to save your work (power outages do
occur!) Go to the main form’s File menu and click it. You will see there are several ways to save your data. A
“dialog box” will then appear as shown below for a .TEX type of file:
Fig. 1.4 The Save Dialog Form

Simply type the name of the file you wish to create in the File name box and click the Save button. After this initial
save operation, you may continue to enter data and save again. Before you exit the program, be sure to save your
file if you have made additions to it. If you try to exit the program when a file is still in the grid, you will be asked if
you want to save the file before exiting. You can avoid this by closing the file before exiting the program. If you
have imported a .TAB file and are now saving it a a .LAZ file, be sure to type the extension .LAZ after the file
name.
If you do not need to save specifications other than the short name of each variable, you may prefer to “export” the
file in a format compatible to other programs. The Export Tab File option under the File menu will save your data
in a text file in which the cell values in each row are separated by a tab key character. A file with the extension
.TAB will be created. The list of variables from the first row of the grid are saved first, then the first row of the data,
etc. until all grid rows have been saved. If there are blanks in any value cells, the default missing value will be
written for that cell. Alternatively, you may export your data with a comma or a space separating the cell values.
Basic language programs frequently read files in which values are separated by commas or spaces. If you are using
the European format of fractional numbers, DO NOT USE the comma separated files format since commas will
appear both for the fractions and the separation of values - clearly a design for disaster!
The Main Form Menus
Help
Users of Microsoft Windows are used to having a “help” system available to them for instant assistance when using
a program. Most of these systems provide the user the ability to press the “F1" key for assistance on a particular
topic or by placing their cursor on a particular program item and pressing the right mouse button to get help.
15
LazStats for the Microsoft Windows does not use the MicroSoft help file system. Instead, it uses your Internet
browser to display a “Portable Data File” (.PDF) file. Place the cursor on a menu topic and press the F1 key to see
what happens! You can use the help system to learn more about LazStats procedures. Again, as the program is
revised, there may not yet be help topics for all procedures and some help topics may differ from the actual
procedure's operation.
The Variables Menu
Across the top of the "Main Form" is a series of "menu" items. Like the "File" menu, each of these menu items
"drops-down" a series of options and these options may have sub-options. The "Variables" menu contains a variety
of options to assist you in working with the variables (columns of data) that you enter in the grid. These options
include:
1. Define
2. Print Definitions
3. Recode a variable’s values
4. Transform a variable
5. Enter an Equation to Combine Variables to Create a New Variable
The first option lets you enter or change a variable definition (see Fig. 2 above.)
The fourth option lets you "transform" an existing variable to create a new variable. A variety of transformations
are possible. If you elect this option, you will see the following dialogue form:
Fig. 1.5 The Transformation Form
You will note that you can transform a variable by adding, subtracting, multiplying, dividing or raising a value to a
power. To do this you select a variable to transform by clicking on the variable in the list of available variables and
then clicking the right arrow. You then enter a constant by clicking on the box for the constant and entering a value.
You select the transformation with a constant from among the transformations by clicking on the desired
transformation (you will see it entered automatically in the lower right box.) Next you enter a name for the new
variable in the box labeled "Save new variable as:" and click the OK button.
Sometimes you will want to transform a variable using one of the common exponentiation or trigonometric
functions. In this case you do not need to enter a constant - just select the variable, the desired transformation and
enter the variable name before clicking the OK button.
You can also select a transformation that involves two variables. For example, you may want a new variable that
represents the sum, product, difference, etc. of two variables. In this case you select the two variables for the first
and second arguments using the appropriate right-arrow key after clicking one and then the other in the available
variables list.
16
The "Print Definitions" option simply creates a list of variable definitions on an "output" form which may be printed
on your printer for future reference.
The Enter An Equation option lets you create a new variable that combines existing variables with a variety of
mathematical functions. The form below shows the form that appears when you select this option:
Fig. 1.6 The Equation Editor
This form lets you create an equation for a new variable such as:
NewVar = SQRT(Var1) * Log(Var3) – Var4
Typically, you will first enter the name for a new variable and then enter function or simply a variable from the
drop-down box and then click the Next Entry button. The next entry will contain an operation, optionally a function
and another variable from the Variables drop-down list. Continue this “Next Entry” process for the number of
variables in your equation. When finished, click the “Compute” button to create the new variable values. Click the
Return button to go back to the main form.
The Edit Menu
The Edit menu is provided primarily for deleting, cutting and pasting of cells, rows or columns of data. It
also provides the ability to insert a new column or row at a desired position in the data grid. There is one special
"paste" operation provided for users that also have the Microsoft Excel program and wish to copy cells from an
Excel spreadsheet into the LazStats grid. These operations involve clicking on a cell in a given row and column and
the selecting the edit operation desired. The user is encouraged to experiment with these operations in order to
become familiar with them.
The Tools Menu
Fig. 1.7 The Tools Menu

An option under the Tools menu is to sort your data cases into ascending or descending sequence based on
one of the selected variables. Shown below is the dialog for sorting cases:
17
Fig. 1.8 The Sort Cases Menu

Another option under the Tools menu lets you switch between the American and European format for decimal
fractions. This may be useful when you have imported a file from another country that uses the other format.
LazStats will attempt to convert commas to periods or vice-versa as required.
You can open the “Output” form that is used to display results from the different procedures. The Output form is
actually a minimal word processing procedure. You can write and edit text, change fonts, change colors, etc. as in
many word processors. This will become advantageous as you will sometimes want to edit the output from a
procedure to further enhance the results of an analysis prior to submission for publication.
The "Select Cases" option lets you analyze only those cases (rows) which you select. When you press this option
you will see the following dialogue form:
Fig. 1.9 The Select Cases Dialog Form
Notice that you may select a random number of cases, cases that exhibit a specific range of values or cases if a
specific condition exists. Once selection has been made, a new variable is added to the grid called the "Filter"
variable. You can subsequently use this filter variable to delete unneeded cases from your file if desired. Each of
the selection procedures invokes a dialogue form that is specific to the type of selection chosen. For example, if you
select the "if condition is satisfied" button, you will see the following dialogue form:
18
Fig. 1.10 The Select IF Dialog Form
An example has been entered on this form to demonstrate a typical selection criteria. Notice that compound
statements involve the use of opening and closing parentheses around each expression and the combined
expressions. You can directly enter values in the "if" box or use the buttons provided on the pad.
Should you select the "random" option in Fig. (1.9) you would see the following form:
Fig. 1.11 Selection of Cases at Random
The user may select a percentage of cases or select a specific number from a specified number of cases.
Finally, the user may select a specified range of cases. This option produces the following dialogue form:
Fig. 1.12 Selecting a Range of Cases
The Variables menu “Recode” option is used to change the value of cases in a given variable. For example, you
may have imported a file that originally coded gender as "M" or "F" but the analysis you want requires a coding of 0
and 1. You can select the recode option and get the following form to complete:
19
Fig. 1.13 Re-coding Values of a Variable
Notice that you must first click on the column of the variable to recode in the grid. Once you select the recode
option, enter the old value (or value range) and also enter the new value before clicking the Apply button. You can
repeat the process for multiple old values before returning to the Main Form.
The Analyses Menu
The heart of any statistics package is the ability to perform a variety of statistical analyses. Many of the
typical analyses are included in the options and sub-options of the Analyses menu. The Fig. below shows the
options and the sub-options under the descriptive option. No attempt will be made at this point in the text to
describe each analysis - these are described further in the text.
Fig. 1.14 The Analyses Menu, Descriptive Options
The Simulation Menu
20
As you read about and learn statistics, it is helpful to be able to simulate data for an analysis and see what
the distribution of the values looks like. In addition, the concepts of "type I error", "type II error", "Power",
correlation, etc. may be more readily grasped if the student can "play" with distributions and the effects of choices
they might make in a real study. Under the simulation menu the user may generate a sequence of numbers, may
generate multivariate data, may generate data that are a sample from a theoretical population or generate bivariate-
normal data for a correlation. One can even generate data for a two-way analysis of variance! The Fig. below
illustrates the Simulation Menu.
Fig. 1.15 The Simulation Menu

These simulation procedures are described later.
Creating Research Reports
Introduction
Once you begin using LazStats you may find it useful for creating research reports and articles. We will
assume that you are a Windows operating system user and that you have installed on your computer a word
processing package such as the free Open Office program or the Microsoft Word program. Once you begin creating
your research document there are likely to be images from LazStats that you would like to include in that document.
There are several ways to complete this task that we will cover in the following paragraphs. We assume that you
will have started both LazStats and your word processing program so that you can switch between them as needed.
The Output Form
When you complete an analysis or simulation with LazStats, the printed output is placed on an “output
form”. This output can be saved to your disk with a name that you choose. The output is saved as a “rich-text file”.
This is a format that can be read by both of the previously mentioned software programs and those programs can
“insert” another file into a currently opened file.
As an alternative, when the output form is shown by an LazStats procedure, you can drag your mouse over
selected output while holding down the mouse button. The selected output will be highlighted as you do this. Copy
the highlighted text to the Windows “Clipboard” by pressing the control key and the C key concurrently (Ctrl-C).
Next, select the position in your document that you want to place the copied material by clicking on that position.
Enter the Ctrl-V (concurrently press the control key and the V key) to copy the information on the Windows
clipboard into your document.
21
Graphic Images
LazStats includes a variety of procedures that produce graphic pictures of data such as X versus Y plots,
frequency distributions, power curves, etc.. Most of these graphic images can be saved to your disk and later
included in your research document. They are saved as bitmap images (.bmp) files by LazStats and can be inserted
into your word processing document where desired.
One can also click on any image displayed on your screen and press the Alternate key and the print screen
keys concurrently to capture that image. You then use the paste function in your word processing program to
transfer the saved image to your document. These images can be re-sized in your document. As a quick
demonstration, I will click the alt-prtscr key combination on this current word document page and then paste in
below using the ctrl-V key combination:
Fig. 1.16 Copying An Image Into A Document
Some Common Errors!
Empty Cells
The beginning user will often see a message something like “” is not a valid floating point value. The most
common cause of this error occurs when a procedure attempts to read a blank cell, that is, a cell that has been left
empty by the user. The new user will typically use the down-arrow to move to the next row in the data grid in
preparation to enter the next row of values. If you do this after entering the values for the last case, you will create a
row of empty cells. You should put the cursor on one of these empty cells and use the Edit->Delete Row menu to
remove this blank row.
The user should define the “Missing Value” for each variable when they define the variable. One should
also click on the Options menu and place a missing value in that form. LazStats attempts to place that missing value
in empty cells when a file is saved as .LAZ file. Not all LazStats procedures allow missing values so you may have
to delete cases with missing values for those procedures.
22
Incorrect Format for Floating Point Values
A second reason you might receive a “not valid” error is because you are using the European standard for
the format of values with decimal fractions. Most of the statistical procedures contain a small “edit” window that
contains a confidence level or a rejection area such as 95.0 or 0.05. These will NOT be valid floating point values in
the European standard and the user will need to click on the value and replace it with the correct form such as 95,0
or 0,05. This has been done for the user in some procedures but not all!
String labels for Groups
Users of other statistics packages such as SPSS or Excel may have used strings of characters to identify
different groups of cases (subjects or observations.) LazStats uses sequential integer values only in statistical
analyses such as analyses of variance or discriminant function analysis. An edit procedure has been included that
permits the conversion of string labels to integer values and saves those integers in a new column of the data grid.
An attempt to use a string (alphanumeric) value will cause an “not valid” type of error. Several procedures in
LazStats have been modified to let you specify a string label for a group variable and automatically create an integer
value for the analysis in a few procedures but not all. It is best to do the conversion of string labels to integers and
use the integer values as your group variable.
Floating Point Errors
Sometimes a procedure will report an error of the type “Floating Point Division Error”. This is often the
outcome of a procedure attempting to divide a quantity by zero (0.) As an example, assume you have entered data
for several variables obtained on a group of subjects. Also assume that the value observed for one of those variables
is the same (a constant value) for all cases. In this situation there is no variability among the cases and the variance
and standard deviation will be zero! Now an attempt to use that zero variance or standard deviation in the
calculation of z scores, a correlation with another variable or other usage will cause an error (division by zero is not
defined.)
Values too Large (or small)
In some fields of study such as astronomy the values observed may be very, very large. Computers use
binary numbers to represent quantities. Nearly all LazStats procedures use “double precision” storage for floating
point values. The double precision value is stored in 64 binary “bits” in the computer memory. In most computers
this is a combination of 8 binary “bytes” or words. The values are stored with a characteristic and mantissa similar
to a scientific notation. Of course bits are also used to represent the sign of these parts. The maximum value for the
characteristic is typically something like 2 raised to the power of 55 and the mantissa is 2 to the 7th power. Now
consider a situation where you are summing the product of several of very large values such as is done in obtaining a
variance or correlation. You may very well exceed the 64 bit storage of this large sum of products! This causes an
“overflow” condition and a subsequent error message. The same thing can be said of values too small. This can
cause an “underflow” error and associated error message.
The solution for these situations of values too large or too small is to “scale” your initial values. This is
typically done by dividing or multiplying the original values by a constant to move the decimal point to decrease (or
increase) the value. This does, of course, affect the “precision” of your original values but it may be a sacrifice
necessary to do the analysis. In addition, the results will have to be “re-scaled” to reflect the original measurement
scale.
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Chapter 2. Basic Statistics
Introduction
This chapter introduces the basic statistics concepts you will need throughout your use of the LazStats
package. You will be introduced to the symbols and formulas used to represent a number of concepts utilized in
statistical inference, research design, measurement theory, multivariate analyses, etc. Like many people first starting
to learn statistics, you may be easily overwhelmed by the symbols and formulas - don't worry, that is pretty natural
and does NOT mean you are retarded! You may need to re-read sections several times however before a concept is
grasped. You will not be able to read statistics like a novel (don't we wish we could) but rather must "study" a few
lines at a time and be sure of your understanding before you proceed.
Symbols Used in Statistics
Greek symbols are used rather often in statistical literature. (Is that why statistics is Greek to so many
people?) They are used to represent both arithmetic types of operations as well as numbers, called parameters, that
characterize a population or larger set of numbers. The letters you usually use, called Arabic letters, are used for
numbers that represent a sample of numbers obtained from the population of numbers.
Two operations that are particularly useful in the field of statistics that are represented by Greek symbols
are the summation operator and the products operator. These two operations are represented by the capital Greek
letters Sigma Σ and Pi Π. Whenever you see these symbols you must think:
Σ= "The sum of the values: " , or

Π = "The product of the values:"
For example, if you see Y = Σ (1,3,5,9) you would read this as "the sum of 1, 3, 5 and 9". Similarly, if you see Y =
Π(1,3,5,9) you would think "the product of 1 times 3 times 5 times 9".
Other conventions are sometimes adopted by statisticians. For example, as in beginning algebra classes,
we often use X to represent any one of many possible numbers. Sometimes we use Y to represent a number that
depends on one or more other numbers X 1, X2, etc. Notice that we used subscripts of 1, 2, etc. to represent different
(unknown) numbers. Lower case letters like y, x, etc. are also sometimes used to represent a deviation of a score
from the mean of a set of scores. Where it adds to the understanding, X, and x may be italicized or written in a
script style.
Now lets see how these symbols might be used to express some values. For example, we might represent
the set of numbers (1,3,7,9,14,20) as X1, X2, X3, X4, X5, and X6. To represent the sum of the six numbers in the
set we could write:
6
Y   X i  1  3  7  9  14  20  54
i 1 (2.1)
If we want to represent the sum of any arbitrary set of N numbers, we could write the above equation more
generally, thus
(2.2)
represents the sum of a set of N values. Note that we read the above formula as "Y equals the sum of X subscript i
values for the value of i ranging from 1 through N, the number of values".
What would be the result of the formula below if we used the same set of numbers (1,3,7,9,14,20) but each
were multiplied by five ?
24
(2.3)
To answer the question we can expand the formula to
Y = 5X1 + 5X2 + 5X3 + 5X4 + 5X5 + 5X6
= 5(X1 + X2 + X3 + X4 + X5 + X6)
= 5(1 + 3 + 7 + 9 + 14 + 20)
= 5(54) = 270 (2.4)
In other words,
(2.5)
We may generalize multiplying any sum by a constant (C) to
(2.6)
What happens when we sum a term which is a compound expression instead of a simple value? For example, how
would we interpret
(2.7)
where C is a constant value?
We can expand the above formula as
Y = (X1 - C) + (X2 - C) + ... + (XN - C)

(2.8)
(Note the use of ... to denote continuation to the N th term).
The above expansion could also be written as
Y = (X1 + X2 + ... + XN) - NC

(2.9)
N
Or Y   X i  NC
i 1 (2.10)
We note that the sum of an expression which is itself a sum or difference of multiple terms is the sum of the
individual terms of that expression. We may say that the summation operator distributes over the terms of the
expression!
Now lets look at the sum of an expression which is squared. For example,
N
Y   X i  C 
2
i 1 (2.11)
25
When the expression summed is not in its most simple form, we must first evaluate the expression. Thus
 
N N N N N N
Y    X i  C     X i  C  X i  C    X i2  2CX i  C 2   X i2   2CX i   C 2
2
i 1 i 1 i 1 i 1 i 1 i 1
(2.12)
N N N N
or Y   X  2C  X i  NC   X  2CNX  NC   X 2  CN (2 X  C )
i
2 2 2 2
i 1 i 1 i 1 i 1
(2.12)
Probability Concepts
Maybe, possibly, could be, chances are, probably are all words or phrases we use to convey uncertainty
about something. Yet all of these express some belief that a thing or event could occur or exist. The field of
statistics is concerned about making such statements based on observations that will lead us to correct "guesses"
about an event occuring or existing. The field of study called "statistics" gets its name from the use of samples that
we can observe to estimate characteristics about the population that we cannot observe. If we can study the whole
population of objects or events, there is no need for statistics! Accounting methods will suffice to describe the
population. The characteristics (or indexes) we observe about a sample from a population are called statistics.
These indexes are estimates of population characteristics called parameters. It is the job of the statistician to
provide indexes (statistics) about populations that give us some level of confidence that we have captured the true
characteristics of the population of interest.
When we use the term probability we are talking about the proportion of objects in some population. It
might be the proportion of some discrete number of heads that we get when tossing a coin. It might be the
proportion of values within a specific range of values we find when we observe test scores of student achievement
examinations.
In order for the statistician to make useful observations about a sample that will help us make confident
statements about the population, it is often necessary to make assumptions about the distribution of scores in the
population. For example, in tossing a coin 30 times and examining the outcome as the number of heads or tails, the
statistician would assume that the distribution of heads and tails after a very large number of tosses would follow the
binomial distribution, a theoretical distribution of scores for a binary object. If the population of interest is the
relationship between beginning salaries and school achievement, the statistician may have to assume that the
measures of salary and achievement have a normal distribution and that the relationship can be described by the
bivariate-normal distribution.
A variety of indexes (statistics) have been developed to estimate characteristics (measurements) of a

population. There are statistics that describe the central tendency of the population such as the mean (average),
median and mode. Other statistics are used to describe how variable the scores are. These statistics include the
variance, standard deviation, range, semi-interquartile range, mean deviation, etc. Still other indices are used to
describe the relationship among population characteristics (measures) such as the product-moment correlation and
the multiple regression coefficient of determination. Some statistics are used to examine differences among samples
from possibly different populations to see if they are more likely to be samples from the same population. These
statistics include the "t" and "z" statistic, the chi-squared statistic and the F-Ratio statistic.
The sections below will describe many of the statistics obtained on samples to make inferences about
population parameters. The assumed (theoretical) distribution of these statistics will also be described.
Additive Rules of Probability
Formal aspects of probability theory are discussed in this section. But first, we need to define some terms
we will use. First, we will define a sample space as simply a set of points. A point can represent anything like
26
persons, numbers, balls, accidents, etc. Next we define an event. An event is an observation of something
happening such as the appearance of "heads" when a coin is tossed or the observation that a person you selected at
random from a telephone book is voting Democrat in the next election. There may be several points in the sample
space, each of which is an example of an event. For example, the sample space may consist of 5 black balls and 4
white balls in an urn. This sample space would have 9 points. An event might be "a ball is black." This event has 5
sample space points. Another event might be "a ball is white." This event has a sample space of 4 points. We may
now say that the probability of an event E is the ratio of the number of sample points that are examples of E to the
total number of sample points provided all sample points are equally likely. We will use the notation P(E) for the
probability of an event. Now let an event be "A ball is black" where the sample space is the set of 9 balls (5 black
and 4 white.) There are 5 sample points that are examples of this event out of a total of 9 sample points. Thus the
probability of the event P(E) = 5 / 9 . Notice that the probability that a ball is white is 4/9. We may also say that the
probability that a ball is red is 0 / 9 or that the probability that the ball is both white and black is 0 / 9. What is the
probability that the ball is either white OR black? Clearly this is (5 + 4) / 9 = 1.0.
In our previous example of urn balls, we noticed that a ball is either white or black. These are mutually
exclusive events. We also noted that the sum of exclusive events is 1.0. Now let us add 3 red balls to our urn. We
will label our events as B, W or R for the colors they represent. Our sample space now has 12 points. What is the
probability that two balls selected are either B or W? When the events are exclusive we may write this as P(B U A).
Since these are exclusive events, we can write: P(B U W) = P(B) + P(W) = 5 / 12 + 4 / 12 = 9 / 12 = 3 / 4 = 0.75.
It is possible for a sample point to be an example of two or more events. For example if we toss a "fair"
coin three times, we can observe eight possible outcomes:
1. HHH 2. HHT 3. HTH 4. HTT 5. TTT 6. TTH 7. THT and 8. THH
If our coin is fair we can assume that each of these outcomes is equally likely, that is, has a probability of 1/8. Now
let us define two events: event A will be getting a "heads" on flip 1 and flip 2 of the coin and event B will be getting
a "heads" on flips 1 and 3 of the coin. Notice that outcomes 1 and 2 above are sample points of event A and that
outcomes 1 and 3 are events of type B. Now we can define a new event that combines events A and B. We will use
the symbol A ∩ B for this event. If we assume each of the eight sample points are equally likely we may write P(A
∩ B) = number of sample points that are examples of A ∩ B / total number of sample points, or
P(A ∩ B) = 1 / 8. Notice that only 1 of the points in our sample space has heads on both flips 1 and 2 and on 2 and 3
(sample point 1.) That is, the probability of event A and B is the probability that both events A and B occur.
When events may not be exclusive, we are dealing with the probability of an event A or Event B or both.
We can then write
P(A U B) = P(A) + P(B) - P(A ∩ B) (2.13)
Which, in words says, the probability of events A and B equals the probability of event A plus the probability of
event B minus the probability of event A and B. Of course, if A and B are mutually exclusive then the probabilty of
A and B is zero and the probability of A or B is simply the sum of P(A) and P(B).
The Law of Large Numbers
Assume again that you have an urn of 5 black balls and 4 white balls. You stir the balls up and draw one
from the urn and record its color. You return the ball to the urn, again stir the balls vigourously and again draw a
single ball and record its color. Now assume you do this 10,000 times, each time recording the color of the ball.
Finally, you count the number of white balls you drew from the 10,000 draws. You might reasonably expect the
proportion of white balls to be close to 4/9 although it is likely that it is not exactly 4/9. Should you continue to
repeat this experiment over and over, it is also reasonable to expect that eventually, the proportion would be
extremely close to the actual proportion of 4/9. You can see that the larger the number of observations, the more
closely we would approximate the actual value. You can also see that with very small replications, say 12 draws
(with replacement) could lead to a very poor estimate of the actual proportion of white balls.
Multiplication Rule of Probability
27
Assume you toss a fair coin five times. What is the probability that you get a "heads" on all five tosses?
First, the probability of the event P(E) = 1/2 since the sample space has only two possible outcomes. The
multicative rule of probability states that the probability of five heads would be 1/2 * 1/2 * 1/2 * 1/2 * 1/2 or simply
(1/2) to the fifth power (1/32) or, in general, P(E) n where n is the number of events E.
As another example of this rule, assume a student is taking a test consisting of six multiple-choice items.
Each item has 5 equally attractive choices. Assume the student has absolutely no knowledge and therefore guesses
the answer to each item by randomly selecting one of the five choices for each item. What is the probability that the
student would get all of the items correct? Since each item has a probability of 1/5, the probability that all items are
answered correctly is (1/5)6 or 0.000064 . What would it be if the items were true-false items?
Permutations and Combinations
A permutation is an arrangement of n objects. For example, consider the letters A, B, C and D. How many
permutations (arrangements) can we make with these four letters? We notice there are four possibilities for the first
letter. Once we have selected the first letter there are 3 possible choices for the second letter. Once the second letter
is chosen there are two possibilities for the third letter. There is only one choice for the last letter. The number of
permutations possible then is 4 x 3 x 2 x 1 = 24 ways to arrange the four letters. In general, if there are N objects,
the number of permutations is N x (N-1) x (N-2) x (N-3) x … (1). We abbreviate this series of products with an
exclamation point and write it simply as N! We say "N factorial" for the product series. Thus 4! = 24. We do,
however, have to let 0! = 1, that is, by definition the factorial of zero is equal to one. Factorials can get very large.
For example, 10! = 3,628,800 arrangements. If you spent a minute examining one arrangement of 12 guests for a
party, how long would it take you to examine each arrangement? I'm afraid that if you worked 8 hours a day, five
days a week for 52 weeks a year you (and your descendants) would still be working on it for more than a thousand
years!
A combination is a set of objects without regard to order. For example, the combination of A, B, C and D
in any permutation is one combination. A question arises however concerning how many combinations of K objects
can be obtained from a set of N objects. For example, how many combinations of 2 objects can be obtained from a
set of 4 objects. In our example, we have the possibilities of A + B, A + C, A + D, B + C, B + D and C + D or a
total of 6 combinations. Notice that the combination AB is the same as BA because order is not considered. A
formula may be written using permutations that gives us a general formula for combinations. It is
N! / [ K! (N-K)!] (2.14)
In our example then, the number of combinations of 2 things out of 4 is 4! / [2! (4-2)!] which might be written as
4x3x2x1 24
------------------- = -------- = 6 (2.15)
(2 x 1) x (2 x 1) 4
A special mathematics notation is often used for the combination of k things out of N things. It is
N N!
  
 K  K!( N  K )!
(2.16)
You will see the use of combinations in the section on the binomial distribution.
Conditional Probability
In sections above we defined the additive law for mutually exclusive events as the sum of the invidual
probabilities. For example, for a fair die the probability of each of the faces is 1/6 so the probability of getting a 1 in
two tosses (toss A and a toss B) is P(A) + P(B) = 1/6 + 1/6 = 1/3. Our multiplicative law for independent events
states that the probability of obtaining event A and event B is P(A) x P(B). So the probability of getting a 1 on toss
A of a die 1 and toss B of the die is P(1) x P(2) = 1/6 x 1/6 = 1/36. But what if we don't know our die is a "fair" die
with equal probabilties for each face on a toss? Can we use the prior information from toss A of the die to say what
the probability if for toss B?
28
Conditional probability is the probability of an event given that another event has already occurred. We
would write
P( A B)
P( B | A) 
P( A)
(2.17)
If A and B are independent then
P( A) P( B)
P( B | A)   P( B)
P( A)
(2.18)
or the probability of the second toss is 1/6, the same as before.
Now consider two events A and B: for B an individual has tossed a die four times with outcomes E1, E2, E3 and
E4; For A the event is the tosses with outcomes E1 and E2. The events might be the toss results of 1, 3, 5 and 6.
Knowing that event A has occurred, what is the probabilty of event B, that is, P(A|B)? Intuitively you might notice
that the probabilty of the B event is the sum of the individual probabilities or 1/6 + 1/6 + 1/6 + 1/6 = 2/3, and that the
probability of the A event is 1/6 + 1/6 = 1/3 or half the probability of B. That is, P(A) / P(B) = 1/2.
A more formal statement of conditional probability is
P( A B)
P( A | B) 
P( B) (2.19)
Thus the probability of event A is conditional on the prior probability of B. The result P(A|B) is sometimes called
the posterior probability. Notice we can rewrite the above equation as:
P( A | B) P( B)  P( A B)
{2.20)
and
P( B | A) P( A)  P( A B)
(2.21)
Since both equations equal the same thing we may write
P( B | A) P( A)
P( A | B) 
P( B) (2.22)
The above is known as Bayes Theorem for events.
Now consider an example. In a recent poll in your city, 40 percent are registered Democrats and 60
percent are registered Republicans. Among the Democrats, the poll shows that 70% feel that invading Iraq was a
mistake and 20% feel it was justified. You have just met a new neighbor and have begun a conversation over a cup
of coffee. You learn that this neighbor feels that invading Iraq was a mistake. What is the probability that the
neighbor is also a Democrat? Let A be the event that the neighbor is Democrat and B be the event that she feels the
invasion was a mistake. We already know that the probability of A is P(A) = 0.6. We also know that the probability
of B is P(B|A) = 0.7 . We need to compute P(B), the probability the neighbor feels the invasion was a mistake. We
notice that the probability of B can be decomposed into two exclusive parts: P(B) = P(B and A) and P(B and not A)
where the probability of not A is 1 - P(A) or 0.4, the probability of not being a democrat. We can write
29
P( B notA)  P(notA) P( B | A) (2.23)
or P(B) = P(B and A) + P(not A)P(B|not A) (2.24)
or P(B) = P(B|A)P(A) + P(not A) P(B|not A) (2.25)
Now we know P(A) = 0.4, P( not A) = 1 - .4 = 0.6, P(B|A) = 0.7 and P(B| not A) = 0.2. Therefore,
P(B) = (0.7) (0.4) + (0.6)(0.2) = 0.40
Now knowing P(B) we can compute P(A|B) using Bayes' Theorem:
P( B | A) P( A) (0.7)(0.4)
P( A | B)    0.7 (2.26)
P( B) 0.4
is the probability of the neighbor being Democrat.
Probabilty as an Area
Probabilities are often represented as proportions of a circle or a polygon that shows the distribution of
events in a sample space. Venn diagrams are circles with a portion of the ellipse shaded to represent a probability of
an event in the space of the circle. In this case the circles area is considered to be 1.0. Distributions for binomial
events, normally distributed events, poisson distributed events, etc. will often show a shaded area to represent a
probability. You will see these shapes in sections to come.
Sampling
In order to make reasonable inferences about a population from a sample, we must insure that we are
observing sample data that is not, in some artificial way, going to lead us to wrong conclusions about the population.
For example, if we sample a group of Freshman college students about their acceptance or rejection of abortion, and
use this to estimate the beliefs about the population of adults in the United States, we would not be collecting an
unbiased or fair sample. We often use the term experiment to describe the process of drawing a sample. A random
experiment or random sample is considered a fair or un-biased basis for estimating population parameters. You can
appreciate the fact that the number of experiments (samples) drawn is highly critical to make relevant inferences
about the population. For example, a series of four tosses of a coin and counting the number of heads that occur is a
rather small number of samples from which to infer whether or not the coin is likely to yield 50% heads and 50%
tails if you were to continue to toss the coin an infinite number of times! We will have much more confidence about
our sample statistics if we use a large number of experiments.
Two of the most common mistakes of beginning researchers is failing to use a random sample and to use
too few samples (observations) in their research. A third common mistake is to assume a theoretical model for the
distribution of sample values that is incorrect for the population.
The Mean
The mean is probably the most often used parameter or statistic used to describe the central tendency of a
population or sample. When we are discussing a population of scores, the mean of the population is denoted with
the Greek letter μ . When we are discussing the mean of a sample, we utilize the letter X with a bar above it. The
sample mean is obtained as
X i
X i 1
n
(2.27)
The population mean for a finite population of values may be written in a similar form as
30
X i
 i 1
N
(2.28)
When the population contains an infinite number of values which are continuous, that is, can be any real
value, then the population mean is the sum of the X values times the proportion of those values. The sum of values
which can be an arbitrarily small in differences from one another is written using the integral symbol instead of the
Greek sigma symbol. We would write the mean of a set of scores that range in size from minus infinity to plus
infinity as

  Xp  X dx
 (2.29)
where p(X) is the proportion of any given X value in the population. The tall curve which resembles a
script S is a symbol used in calculus to mean the "sum of" just like the symbol  that we saw previously. We use 
to represent "countable" values, that is values which are discrete. The "integral" symbol on the other hand is used to
represent the sum of values which can range continuously, that is, take on infinitely small differences from one-
another.
A similar formula can be written for the sample mean, that is,
n
X   X i p X i 
i 1 (2.30)
where p(X) is the proportion of any given X i value in the sample.
If a sample of n values is randomly selected from a population of values, the sample mean is said to be an
unbiased estimate of the population mean. This simply means that if you were to repeatedly draw random samples
of size n from the population, the average of all sample means would be equal to the population mean. Of course we
rarely draw more than one or two samples from a population. The sample mean we obtain therefore will typically
not equal the population mean but will in fact differ from the population mean by some specific amount. Since we
usually don't know what the population mean is, we therefore don't know how far our sample mean is from the
population mean. If we have, in fact, used random sampling though, we do know something about the shape of the
distribution of sample means; they tend to be normally distributed. (See the discussion of the Normal Distribution in
the section on Distributions). In fact, we can estimate how far the sample mean will be from the population mean
some (P) percent of the time. The estimate of sampling errors of the mean will be further discussed in the section on
testing hypotheses about the difference between sample means.
Now let us examine the calculation of a sample mean. Assume you have randomly selected a set of 5
scores from a very large population of scores and obtained the following:
X1 =3
X2 =7
X3 =2
X4 =8
X5 =5
The sample mean is simply the sum ( ) of the X scores divided by the number of the scores, that is
31
X i 5
X i 1
   X 1  X 2  X 3  X 4  X 5  / 5  3  7  2  8  5 / 5  5.0
n i 1 (2.31)
We might also note that the proportion of each value of X is the same, that is, one out of five. The mean could also
be obtained by
n
X   X i p X i 
i 1 (2.32)
= 3 (1/5) + 7 (1/5) + 2 (1/5) + 8 (1/5) + 5 (1/5)
= 5.0
The sample mean is used to indicate that value which is "most typical" of a set of scores, or which
describes the center of the scores. In fact, in physics, the mean is the center-of-gravity ( sometimes called the first
moment of inertia) of a solid object and corresponds to the fulcrum, the point at where the object is balanced.
Unfortunately, when the population of scores from which we are sampling is not symmetrically distributed
about the population mean, the arithmetic average is often not very descriptive of the "central" score or most
representative score. For example, the population of working adults earn an annual salary of $21,000.00. These
salaries however are not symmetrically distributed. Most people earn a rather modest income while there are a few
who earn millions. The mean of such salaries would therefore not be very descriptive of the typical wage earner.
The mean value would be much higher than most people earn. A better index of the "typical" wage earner would
probably be the median, the value which corresponds to the salary earned by 50 percent or fewer people.
Examine the two sets of scores below. Notice that the first 9 values are the same in both sets but that the
tenth scores are quite different. Obtain the mean of each set and compare them. Also examine the score below
which 50 percent of the remaining scores fall. Notice that it is the same in both sets and better represents the
"typical" score.
SET A: ( 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 )
Mean = ?
Median = ?
SET B: ( 1, 2, 3, 4, 5, 6, 7, 8, 9, 1000 )
Mean = ?
Median = ?
Variance and Standard Deviation
A set of scores are seldom all exactly the same if they represent measures of some attribute that varies from
person to person or object to object. Some sets of scores are much more variable that others. If the attribute
measures are very similar for the group of subjects, then they are less variable than for another group in which the
subjects vary a great deal. For example, suppose we measured the reading ability of a sample of 20 students in the
third grade. Their scores would probably be much less variable than if we drew a sample of 20 subjects from across
the grades 1 through 12!
There are several ways to describe the variability of a set of scores. A very simple method is to subtract
the smallest score from the largest score. This is called the exclusive range. If we think the values obtained from
our measurement process are really point estimates of a continuous variable, we may add 1 to the exclusive range
and obtain the inclusive range. This range includes the range of possible values. Consider the set of scores below:
32
5, 6, 6, 7, 7, 7, 8, 8, 9
If the values represent discrete scores (not simply the closest value that the precision of our instrument gives) then
we would use the exclusive range and report that the range is (9 - 5) = 4. If, on the other hand, we felt that the
scores are really point estimates in the middle of intervals of width 1.0 (for example the score 7 is actually an
observation someplace between 6.5 and 7.5) then we would report the range as (9-5) + 1 = 5 or (9.5 - 4.5) = 5.
While the range is useful in describing roughly how the scores vary, it does not tell us much about how
MOST of the scores vary around, say, the mean. If we are interested in how much the scores in our set of data tend
to differ from the mean score, we could simply average the distance that each score is from the mean. The mean
deviation, unfortunately is always 0.0! To see why, consider the above set of scores again:
Mean = (5+6+6+7+7+7+8+8+9) / 9 = 63 / 9 = 7.0
Now the deviation of each score from the mean is obtained by subtracting the mean from each score:
5 - 7 = -2
6 - 7 = -1
6 - 7 = -1
7-7= 0
7-7= 0
7-7= 0
8 - 7 = +1
8 - 7 = +1
9 - 7 = +2
____
Total = 0.0
Since the sum of deviations around the mean always totals zero, then the obvious thing to do is either take
the average of the absolute value of the deviations OR take the average of the squared deviations. We usually
average the squared deviations from the mean because this index has some very important application in other areas
of statistics.
The average of squared deviations about the mean is called the variance of the scores. For example, the
variance, which we will denote as S2, of the above set of scores would be:
S2 
 22   12   12  0 2  0 2  0 2  12  12  2 2  1.3333 approximately.
9
(2.33)
Thus we can describe the score variability of the above scores by saying that the average squared deviation from the
mean is about 1.3 score points.
We may also convert the average squared value to the scale of our original measurements by simply taking
the square root of the variance, e.g. S =√ (1.3) = 1.1547 (approximately). This index of variability is called the
standard deviation of the scores. It is probably the most commonly used index to describe score variability!
Estimating Population Parameters : Mean and Standard Deviation
We have already seen that the mean of a sample of scores randomly drawn from a population of scores is
an estimate of the population's mean. What we have to do is to imagine that we repeatedly draw samples of size n
from our population (always placing the previous sample back into the population) and calculate a sample mean
each time. The average of all (infinite number) of these sample means is the population mean. In algebraic symbols
we would write:
33
X i
 i 1
as k 
k
_ (2.34)
Notice that we have let X represent the sample mean and represent the population mean. We say that the sample
mean is an unbiased estimate of the population mean because the average of the sample statistic calculated in the
same way that we would calculate the population mean leads to the population mean. We calculate the sample mean
by dividing the sum of the scores by the number of scores. If we have a finite population, we could calculate the
population mean in exactly the same way.
The sample variance calculated as the average of squared deviations about the sample mean is, however, a
biased estimator of the population variance (and therefore the standard deviation also a biased estimate of the
population standard deviation). In other words, if we calculate the average of a very large (infinite) number of
sample variances this average will NOT equal the population variance. If, however, we multiply each sample
variance by the constant n / (n-1) then the average of these "corrected" sample variances will, in fact, equal the
population variance! Notice that if n, our sample size, is large, then the bias n / (n-1) is quite small. For example a
sample size of 100 gives a correction factor of about 1.010101. The bias is therefore approximately 1 hundredth of
the population variance. The reason that the average of squared deviations about the sample means is a biased
estimate of the population variance is because we have a slightly different mean (the sample mean) in each sample.
If we had knowledge of the population mean μ and always subtracted μ from our sample values X, we
would not have a biased statistic. Sometimes statisticians find it more convenient to use the biased estimate of the
population variance than the unbiased estimate. To make sure we know which one is being used, we will use
different symbols for the biased and unbiased estimates. The biased estimate will be represented here by a S 2 and
the unbiased by a s2 . The reason for use of the square symbol is because the square root of the variance is the
standard deviation. In other words we use S for the biased standard deviation and s for the unbiased standard
deviation. The Greek symbol sigma σ is used to represent the population standard deviation and σ 2 represents the
population variance. With these definitions in mind then, we can write:
s j 1
2
i
2  as k  
k
(2.35)
or
k
n
 n 1 S 2
j
2  j
as k 
k
(2.36)
2
where n is the sample size, k the number of samples, S is the biased sample variance and s2 is the unbiased sample
variance.
You may have already observed that multiplying the biased sample variance by n / (n-1) gives a more direct way to
calculate the unbiased variance, that is:
s2 = (n / (n-1)) * S2 or
 X   X 
n 2 n
2
i X i X
n
s2  i 1
 i 1
n 1 n n 1
(2.37)
34
In other words, we may directly calculate the unbiased estimate of population variance by dividing the sum of
square deviations about the mean by the sample size minus 1 instead of just the sample size.
The numerator term of the variance is usually just called the "sum of squares" as sort of an abbreviation for
the sum of squared deviations about the mean. When you study the Analysis of Variance, you will see a much more
extensive use of the sum of squares. In fact, it is even further abbreviated to SS . The unbiased variance may
therefore be written simply as
SS x
s2 
n 1
The Standard Error of the Mean
In the previous discussion of unbiased estimators of population parameters, we discussed repeatedly

drawing samples of size n from a population with replacement of the scores after drawing each sample. We noted
that the sample mean would likely vary from sample to sample due simply to the variability of the scores randomly
selected in each sample. The question may therefore be asked "How variable ARE the sample means?". Since we
have already seen that the variance (and standard deviation) are useful indexes of score variability, why not use the
same method for describing variability of sample means? In this case, of course, we are asking how much do the
sample means tend to vary, on the average, around the population mean. To find our answer we could draw, say,
several hundred samples of a given size and calculate the average of the sample means to estimate Since we have
already seen that the variance (and standard deviation) are useful indexes of score variability, why not use the same
method for describing variability of sample means? In this case, of course, we are asking how much do the sample
means tend to vary, on the average, around the population mean. To find our answer we could draw, say, several
hundred samples of a given size and calculate the average of the sample means to estimate and then get the
squared difference of each sample mean from this estimate. The average of these squared deviations would give us
an approximate answer. Of course, because we did not draw ALL possible samples, we would still potentially have
some error in our estimate. Statisticians have provided mathematical proofs of a more simple, and unbiased,
estimate of how much the sample mean is expected to vary. To estimate the variance of sample means we simply
draw ONE sample, calculate the unbiased estimate of X score variability in the population then divide that by the
sample size! In symbols
s X2
s X2 
n
(2.38)
The square root of this estimate of variance of sample means is the estimate of the standard deviation of sample
means. We usually refer to this as the standard error of the mean. The standard error of the mean represents an
estimate of how much the means obtained from samples of size n will tend to vary from sample to sample. As an
example, let us assume we have drawn a sample of 7 scores from a population of scores and obtained :
1, 3, 4, 6, 6, 2, 5
First, we obtain the sample mean and variance as :
X i
X i 1
 3.857 (approximately) (2.39)
7
 X 
7 2
i X
127
s2  i 1
  3.81
7 1 6 (2.40)
35
Then the variance of sample means is simply
s X2 3.81
s X2    0.544
n 7 (2.41)
and the standard error of the mean is estimated as
s X  s X2  0.74
(2.42)
You may have noticed by now, that as long as we are estimating population parameters with sample
statistics like the sample mean and sample standard deviation, that it is theoretically possible to obtain estimates of
the variability of ANY sample statistic. In principle this is true, however, there are relatively few that have
immediate practical use. We will only be using the expected variability of a few sample statistics. As we introduce
them, we will tell you what the estimate is of the variance or standard deviation of the statistic. The standard error
of the mean, which we just examined, will be used in the z and t-test statistic for testing hypotheses about single
means. More on that later..
Descriptive Statistics With LazStats
This section demonstrates the use of LazStats to obtain descriptive statistics for data that you have entered
in a file on the main form’s grid. In many cases, a graphical picture of one’s data is highly useful in understanding
the distribution of the values for one or more variables. In some procedures, the data of one or more variables must
be defined as an integer. In other procedures, the data should be defined as a floating point variable. Be sure to
define your variables as needed for each procedure.
Central Tendency and Variability
Click on the Analyses menu and place your mouse on the Descriptive option. The sub-option for
Distribution Statistics is then chosen by clicking that option. To demonstrate, we will use the file labeled
cansas.LAZ and obtain the descriptive statistics for the variable “Weight”.
Fig. 2.1 The Dialog for Central Tendency and Variability
36
When you click the Continue button on the above form you will see the output displayed on the “Output Form”.
Notice that there are several options that may have been selected. The CaseWise Deletion option lets you obtain the
results for only those cases in which there are no missing values. The z Scores to Grid option lets you create new
variables that are the standardized z scores (mean of 0 and standard deviation of 1.0) for the variables you selected
to analyze. Shown below is the result of our analysis:
DISTRIBUTION PARAMETER ESTIMATES
weight (N = 20) Sum = 3572.000

Mean = 178.600 Variance = 609.621 Std.Dev. = 24.691
Std.Error of Mean = 5.521
95.00 percent Confidence Interval for the mean = 167.083 to 190.117
Range = 109.000 Minimum = 138.000 Maximum = 247.000
Skewness = 0.970 Std. Error of Skew = 0.512
Kurtosis = 1.802 Std. Error Kurtosis = 0.992
PERCENTILE RANKS
Score Value Frequency Cum.Freq. Percentile Rank
___________ __________ __________ ______________
138.000 1 1 2.50
154.000 2 3 10.00
156.000 1 4 17.50
157.000 1 5 22.50
162.000 1 6 27.50
166.000 1 7 32.50
167.000 1 8 37.50
169.000 1 9 42.50
176.000 2 11 50.00
182.000 1 12 57.50
189.000 2 14 65.00
191.000 1 15 72.50
193.000 2 17 80.00
202.000 1 18 87.50
211.000 1 19 92.50
247.000 1 20 97.50
First Quartile = 158.250

Median = 176.000
Third Quartile = 192.500
Interquartile range = 34.250
Alternative Methods for Obtaining Quartiles

Method 1 2 3 4 5 6 7 8
Pcntile
Q1 157.000 158.250 157.000 159.500 160.750 157.000 160.750 157.000
Q2 176.000 176.000 176.000 176.000 176.000 176.000 176.000 176.000
Q3 191.000 192.500 191.000 192.000 191.500 191.000 191.500 193.000
NOTES:
Method 1 is the weighted average at X[np] where n is no. of cases, p is
percentile / 100
Method 2 is the weighted average at X[(n+1)p] This is used in this program.
Method 3 is the empirical distribution function.
Method 4 is called the empirical distribution function - averaging.
Method 5 is called the empirical distribution function = Interpolation.
Method 6 is the closest observation method.
Method 7 is from the TrueBasic Statistics Graphics Toolkit.
Method 8 was used in an older Microsoft Excel version.
See the internet site http://www.xycoon.com/ for the above.
========================================================
37
Frequencies
Another way to examine data is to obtain the frequency of cases that fall within categories determined by a
range of score values. To do this, click on the Frequencies option under the Descriptive menu. You will see the
form shown below:
Fig. 2.2 The Frequencies Dialog

Notice that we have selected the variable “Weight” from the cansas.LAZ file. We have also elected to obtain a three
dimensional, vertical bar chart of the obtained frequencies and to plot the normal distribution for corresponding
frequencies behind the bar chart. Also elected was to create a new variable in the grid that contains an integer value
of the frequency group. This could be useful for other graphical plots like the box plot procedure. When we click
the OK button above, we first are presented with a dialog box that asks us to define the interval size and the number
of intervals. One must enter an interval size that produces a number of intervals equal to or less than the number of
cases. You simply click on that box and enter the new value. When you press the return key after entering a new
value, you will see a change in the number of intervals. You can repeat that process until the number of intervals is
acceptable. If you attempt to create more intervals than the number of cases, you will receive a warning and be
returned to this dialog:
Fig. 2.3 Specifying the Interval Size and Number of Intervals for the Frequency Analysis
38
Notice we have changed the interval size to 10 which resulted in the number of intervals that is less than the number
of cases. Clicking the OK button results in the following:
FREQUENCY ANALYSIS BY BILL MILLER
Frequency Analysis for weight

FROM TO FREQ. PCNT CUM.FREQ. CUM.PCNT. %ILE RANK
138.00 148.00 1 0.05 1.00 0.05 0.03

148.00 158.00 4 0.20 5.00 0.25 0.15
158.00 168.00 3 0.15 8.00 0.40 0.33
168.00 178.00 3 0.15 11.00 0.55 0.47
178.00 188.00 1 0.05 12.00 0.60 0.57
188.00 198.00 5 0.25 17.00 0.85 0.72
198.00 208.00 1 0.05 18.00 0.90 0.88
208.00 218.00 1 0.05 19.00 0.95 0.93
218.00 228.00 0 0.00 19.00 0.95 0.95
228.00 238.00 0 0.00 19.00 0.95 0.95
238.00 248.00 1 0.05 20.00 1.00 0.97
Interval ND Freq.
1 1.16
2 1.90
3 2.63
4 3.12
5 3.14
6 2.70
7 1.97
8 1.23
9 0.65
10 0.30
11 0.11
12 0.04
Fig. 2.4 A Plot of Frequencies in the Cansas.LAZ File
Notice that the bars in the front of the plot represent the frequency of scores in the intervals of our data while the
bars behind represent frequencies expected in the normal distribution.
39
Cross-Tabulation
When you have entered data that represents cases classified by two or more categorical variables, it is
useful to count the number of cases classified in those categories. The Cross Tabulation option of the Descriptives
option gives you those results. We will use a file labeled “twoway.LAZ” to demonstrate. We have loaded the file
into the grid and elected the cross tabulation option. Below are the results:
Fig. 2.5 Specification of a Cross-Tabulation

CROSSTAB RESULTS
Analyzed data is from file : C:\lazarus\Projects\LazStats\LazStatsData\twoway.LAZ
Row min.= 1, max.= 2, no. levels = 2

Col min.= 1, max.= 2, no. levels = 2
FREQUENCIES BY LEVEL:
For cell levels: Row : 1 Col: 1 Frequency = 3
Sum across levels = 6

Sum across levels = 6
Cell Frequencies by Levels with 12 cases.

Variables
Col: 1 Col: 2
Block 1 3.000 3.000
Block 2 3.000 3.000
Grand sum across all categories = 32
Breakdown
A procedure related to the Cross-Tabulation procedure described above lets you analyze a continuous
(floating point) variable broken down into categories of one or more categorical variables. Using the same file as
above (twoway.LAZ) we will demonstrate this procedure. Below is the form and the results.
40
Fig. 2.6 The Breakdown Form

BREAKDOWN ANALYSIS PROGRAM
VARIABLE SEQUENCE FOR THE BREAKDOWN:

Row (Variable 1) Lowest level = 1 Highest level = 2
Col (Variable 2) Lowest level = 1 Highest level = 2
Variable levels:
Row level = 1
Col level = 1
Freq. Mean Std. Dev.

3 3.000 1.000
Variable levels:
Row level = 1
Col level = 2

3 6.000 1.000
Number of observations accross levels = 6
Mean accross levels = 4.500
Std. Dev. accross levels = 1.871
Variable levels:
Row level = 2
Col level = 1

3 10.000 2.646
Variable levels:
Row level = 2
Col level = 2

3 12.000 2.646
Number of observations accross levels = 6
Mean accross levels = 11.000
Std. Dev. accross levels = 2.608
Grand number of observations accross all categories = 12

Overall Mean = 7.750
Overall standard deviation = 4.025
ANALYSES OF VARIANCE SUMMARY TABLES
Variable levels:
41
Row level = 1
Col level = 1
Variable levels:
Row level = 1
Col level = 2
SOURCE D.F. SS MS F Prob.>F

GROUPS 1 13.50 13.50 13.500 0.0213
WITHIN 4 4.00 1.00
TOTAL 5 17.50
Variable levels:
Row level = 2
Col level = 1
Variable levels:
Row level = 2
Col level = 2

GROUPS 1 6.00 6.00 0.857 0.4069
WITHIN 4 28.00 7.00
TOTAL 5 34.00
ANOVA FOR ALL CELLS

GROUPS 3 146.25 48.75 12.188 0.0024
WITHIN 8 32.00 4.00
TOTAL 11 178.25
FINISHED
Normality Tests
One can test the assumption that the distribution of values in a variable are a random sample from a
normally distributed population. The dialog form is shown below:
Fig. 2.7 Normality Test Dialog
42
In this example we have utilized the cansas.LAZ file and analyzed the weight variable. The two tests both support
the assumption that weight is obtained from a normally distributed population.
X Versus Y Plot
One of the best way to examine the relationship between two variables is to plot the values of one against
the other. We have selected the cansas.LAZ file and have plotted two of the variables. Shown below is the dialog
form for this procedure. You can see the variables that have been selected and the options for the output that have
been selected.
Fig. 2.8 X Versus Y Dialog

The output obtained when you click the OK button is shown below:
X versus Y Plot
X = chins, Y = jumps from file:

C:\lazarus\Projects\LazStats\LazStatsData\cansas.LAZ
Variable Mean Variance Std.Dev.

chins 9.45 27.94 5.29
jumps 70.30 2629.38 51.28
Correlation = 0.4958, Slope = 4.81, Intercept = 24.86
Standard Error of Estimate = 45.75
Number of good cases = 20
43
Fig. 2.9 A Plot of Two Variables

The results indicate a moderate correlation of 0.496 with considerable scatter of points. In particular, notice the
“outlier” at the Y value of 17 and the jumps of 250. Elimination of that point might change the correlation quite a
bit. We also notice that the pattern of points does not seem to form a symmetric oval that is expected for a bivariate-
normal distribution. Notice the values below the means form a somewhat flat distribution while those above the
mean for chins is more rounded. One could speculate that there might be a curvilinear relationship between these
two variables. The two red curves on the border of the plots indicate the 95% confidence limits. Notice the point
we mentioned lies quit a bit outside this interval.
44
Group Frequency Histograms
When data values have been classified as members of various groups, one can obtain a plot of the
frequency of cases in each group. The frequency variable should be defined as an integer variable, typically with
values from 1 to the highest group number. We have selected the file chisqr.LAZ as an example in which cases
have been classified into both rows and columns. In our example we have chosen to plot the frequency of cases in
the various columns and have chose the three dimensional vertical plot.
Fig. 2.10 Specification Dialog for a Frequency Analysis
The plot obtained is:
Fig. 2.11 A Sample Group Frequency Plot
45
Repeated Measures Bubble Plot
Teachers, physicians, economists and other professionals often collect the same measure repeatedly over
time for various classes of subjects. One of the ways to examine trends in this data is to plot these repeated values
with bubbles that are colored for the groups. In our example we are going to use some school data that shows
achievement of students as a function of both the year the data were collected and the ratio of teachers to students.
Our specifications are shown in the following dialog:
Fig. 2.12 Repeated Measures Bubble Plot Dialog

When the Compute button is clicked, the following plot is obtained:
46
Fig. 2.13 Bubble Plot of School Achievement
Notice in this plot that as the number of students to teacher ratio increases, the acievement goes down (group 7 as an
example.) Also notice the increase in achievement as the ratio decreases as demonstrated by group 8. One would
most likely want to obtain the correlation between the ratio and achievement across all the years! Additional output
obtained is:
MEANS FOR Y AND SIZE VARIABLES
Grand Mean for Y = 18.925

Grand Mean for Size = 23.125
REPLICATION MEAN Y VALUES (ACROSS OBJECTS)

Replication 1 Mean = 17.125
REPLICATION MEAN SIZE VALUES (ACROSS OBJECTS}

MEAN Y VALUES FOR EACH BUBBLE (OBJECT)

Object 1 Mean = 22.400
MEAN SIZE VALUES FOR EACH BUBBLE (OBJECT)

47

We have plotted the ratio of student to teachers against achievement and obtained the following:
Fig. 2.14 Plot of Teacher-Student Ratio to Achievement

The above plot verifies our bubble plot which suggested a high degree of relationship between these two variables.
In effect, the bubble plot is a way of viewing three dimensions of your data. In the above example we viewed the
relationship among achievement (the Y axis), year (the X axis), and student to teacher ratio (the bubble size) for a
number of schools (the bubbles.) You may also want to consider the three dimensional plot procedure which lets
you rotate your data around the X, Y or Z axis.
Comparisons With Theoretical Distributions
LazStats lets you view the distribution of your data against a theoretical distribution in several ways. This
procedure lets you plot the cumulative distribution of your data values and show the theoretical cumulative
distribution of a theoretical curve. In addition, you can also plot the frequency distribution of your values against
the theoretical frequency distribution. A variety of theoretical distributions are available for comparison. We will
demonstrate the use of this procedure to plot the same data used previously, that is, the weight variable from the
cansas.LAZ file. Show below is the dialog form:
48
Fig. 2.15 Comparison of Cumulative Distributions
The results are:
Fig. 2.16 Cumulative Normal vs. Cumulative Observed Values

Notice that the observed data seem to follow the cumulative distribution of the normal curve fairly well.
The printout for the above analysis is:
Distribution comparison by Bill Miller

weight weight weight Normal Normal Normal
X1 Value Frequency Cum. Freq. X2 Value Frequency Cum. Freq.
138.000 1 1.000 -3.000 0 0.000
144.000 0 1.000 -2.667 0 0.000
150.000 2 3.000 -2.333 0 0.000
156.000 2 5.000 -2.000 1 1.000
162.000 3 8.000 -1.667 1 2.000
168.000 1 9.000 -1.333 1 3.000
174.000 2 11.000 -1.000 2 5.000
180.000 1 12.000 -0.667 2 7.000
186.000 3 15.000 -0.333 3 10.000
192.000 2 17.000 -0.000 3 13.000
198.000 1 18.000 0.333 2 15.000
204.000 0 18.000 0.667 2 17.000
210.000 1 19.000 1.000 1 18.000
216.000 0 19.000 1.333 1 19.000
222.000 0 19.000 1.667 1 20.000
49
228.000 0 19.000 2.000 0 20.000

234.000 0 19.000 2.333 0 20.000
240.000 0 19.000 2.667 0 20.000
Kolmogorov Probability = 0.765763173908239, Max Dist = 0.2222222222222222
Three Dimensional Rotation

One gains an appreciation for the relationship among two or three variables if one can view a plot of points
for three variables in a 3 dimension space. It helps even more if one can rotate those points about each of the three
axis. To demonstrate we have elected three variables from the cansas.LAZ file. Show below is the dialog and plot:
Fig. 2.17 Scatter Plot of Values for Three Variables

You can place the mouse on one of the three “scroll” bar buttons (squares in the slider portion) and drag the button
down while holding down the left mouse button. This will let you see more clearly the relationships among the
three variables. To demonstrate, we have rotated the Y axis to 45 and the Z axis to nearly 0 degrees to examine the
relationship among the variables (weight, waist and chins.)
Fig. 2.18 Rotated Variables to Examine Relationship Between Two Variables
50
Essentially, you can rotate the points around any one of the three axis until one of the axis is hidden. This lets you
see the points projected for just two of the variables at a time.
Box Plots
Box plots are a way of visually inspecting the distribution of scores within various categories. As an
example, we will use a file labeled anova2.LAZ which contains data for an analysis of covariance with row, column,
slice, X, covar1 and covar2 variables. We have selected to do a box plot of the X variable (the dependent variable)
for the three slice categories. Shown below is the dialog box for our analysis.
Fig. 2.19 Box Plot Dialog

Since we have elected the option of showing the frequencies within each category, we first obtain the following
output:
Box Plot of Groups
Results for group 1, mean = 3.500

Centile Value
Ten 1.100
Twenty five 2.000
Median 3.500
Seventy five 5.000
Ninety 5.900
Score Range Frequency Cum.Freq. Percentile Rank
______________ _________ _________ _______________
0.50 - 1.50 2.00 2.00 8.33
1.50 - 2.50 2.00 4.00 25.00
2.50 - 3.50 2.00 6.00 41.67
3.50 - 4.50 2.00 8.00 58.33
4.50 - 5.50 2.00 10.00 75.00
5.50 - 6.50 2.00 12.00 91.67
6.50 - 7.50 0.00 12.00 100.00
7.50 - 8.50 0.00 12.00 100.00
8.50 - 9.50 0.00 12.00 100.00
9.50 - 10.50 0.00 12.00 100.00
10.50 - 11.50 0.00 12.00 100.00

Centile Value
Ten 2.600
Twenty five 3.500
Median 4.500
Seventy five 5.500
51
Ninety 6.400
______________ _________ _________ _______________
0.50 - 1.50 0.00 0.00 0.00
1.50 - 2.50 1.00 1.00 4.17
2.50 - 3.50 2.00 3.00 16.67
3.50 - 4.50 3.00 6.00 37.50
4.50 - 5.50 3.00 9.00 62.50
5.50 - 6.50 2.00 11.00 83.33
6.50 - 7.50 1.00 12.00 95.83
7.50 - 8.50 0.00 12.00 100.00
8.50 - 9.50 0.00 12.00 100.00
9.50 - 10.50 0.00 12.00 100.00
10.50 - 11.50 0.00 12.00 100.00

Centile Value
Ten 1.600
Twenty five 2.500
Median 3.500
Seventy five 6.500
Ninety 8.300
______________ _________ _________ _______________
0.50 - 1.50 1.00 1.00 4.17
1.50 - 2.50 2.00 3.00 16.67
2.50 - 3.50 3.00 6.00 37.50
3.50 - 4.50 2.00 8.00 58.33
4.50 - 5.50 1.00 9.00 70.83
5.50 - 6.50 0.00 9.00 75.00
6.50 - 7.50 1.00 10.00 79.17
7.50 - 8.50 1.00 11.00 87.50
8.50 - 9.50 1.00 12.00 95.83
9.50 - 10.50 0.00 12.00 100.00
10.50 - 11.50 0.00 12.00 100.00
You can see that the procedure has obtained the centiles and percentiles for the scores in each category of our slice
variable. The plot for our data is shown next:
Fig. 2.20 Box Plot of the Slice Variable

52
The “whiskers” for each box represent the 10th and 90th percentiles. The shaded box itself represents the scores
within the interquartile range. The mean and the median (50th percentile) are also plotted. In the above plot one can
see that there is skewed data in the third group. The mean and median are visibly separate. The mean is the dotted
line and the median is the solid line.
Plot X Versus Multiple Y Values
One often has multiple dependent measures where the measures are on a common scale of measurement or
have been transformed to z scores. It is helpful to visually plot these multiple variables against an X variable
common to these measures. As an example, we will use a file labeled SchoolData.LAZ. We will examine the
relationship between teacher salaries and student achievement on the Scholastic Aptitude Verbal and Math scores (N
= 135.) The dialog form is shown below:
Fig. 2.21 Plot X Versus Multiple Y Dialog

Since we chose the option to show related statistics, we first obtain:
X VERSUS MULTIPLE Y VALUES PLOT
CORRELATION MATRIX
Correlations
SATV SATM AveTeach$
SATV 1.000 0.936 0.284
SATM 0.936 1.000 0.353
AveTeach$ 0.284 0.353 1.000
Means
53
Variables SATV SATM AveTeach$

512.637 518.252 46963.230
Standard Deviations
Variables SATV SATM AveTeach$

41.832 44.256 4468.546
No. of valid cases = 135
Next we get the plot:
Fig. 2.22 Teacher Salaries Versus SAT Achievement

We notice several things. First we notice how closely related the two SAT scores are. Secondly, we notice a trend
for higher scores as teacher salaries increase. Of course, a number of explanations could be explored to understand
these relationships.
Stem and Leaf Plot
The stem and leaf plot is one of the earlier ways to graphically represent a distribution of scores for a
variable. It essentially reduces the data to the two most significant digits of each value, creates a “stem” for the first
(leftmost) digit and “leaves” for the second digit. If there are a large number of “leaves” for a given stem, the
representation of each leaf digit may have a “depth” of more than 1 value. This prevents the plot of the individual
leaf values from spilling over the right edge of your output form. The stem and leaf does give a quick view of the
distribution of many variables. The example we will use is from the SchoolData.LAZ file which contains 135 cases.
We will create stem and leaf plots for three of the variables in this file. The dialog form is shown below:
54
Fig. 2.23 Stem and Leaf Plot Dialog

When we click the Compute button, we obtain:
STEM AND LEAF PLOTS

Stem and Leaf Plot for variable: SATV
Frequency Stem & Leaf

2 3 89
10 4 223444
31 4 55667777888999999
68 5 00000000011111111222222233333334444
23 5 555566777889
1 6 0
Stem width = 100.00, max. leaf depth = 2

Min. value = 387.000, Max. value = 609.000
No. of good cases = 135
Stem and Leaf Plot for variable: SATM

1 3 8
5 4 334
40 4 555666777788888899999
57 5 000011111111112222223333333444
28 5 5556666777889999
4 6 011

Stem and Leaf Plot for variable: %College

1 5 9
2 6 34
5 6 58899
12 7 122223334444
25 7 5555666677788888888999999
29 8 00001111111112222233333344444
30 8 555555566677777778888889999999
27 9 000000011111222333444444444
55
3 9 556
1 10 0

If we examine this last variable, we note that the stem width is 10. Now look at the top stem (5) and the leaf value 9.
These are the two leftmost digits. We multiply the stem by the stem width to obtain the value 50 and then replace
the second digit behind the first with the leaf value to obtain 59.. Now examine the previous plot for the SATM
variable. The stem width is 100 so the first values counted are those with digits of 380. This we get by multiplying
the stem width of 100 times the stem of 3 and entering the second digit of 8 behind the 3. We also note that the leaf
depth is 1 in the last plot but is 2 in the previous plot. This indicates that each leaf digit in the last plot represents
one value while in the previous plot each leaf represents one or two values. You might also note that the stems are
“broken” into a lower half and upper half. That is, if the second digit is 0 to 4 it is plotted in the lower half of the
stem value and if 5 to 9 it is plotted in the upper half of the digits for that stem.
Multiple Group X Versus Y Plot
When you have obtained data on multiple groups that includes variables possibly related, you have several choices
for viewing the data graphically. One would be to plot the two variables (e.g. X and Y) against each other in a
traditional X vs. Y scatter plot. This would be repeated by first selecting one group at a time. Another option would
be to concurrently plot X vs. Y for all of the groups. This procedure provides this last alternative. Our example uses
the BubblePlot2.LAZ file. There are eight schools that have been sampled and we wish to plot the Student to
Teacher ratio (our X variable) against the Achievement variable (our Y variable.) The dialog for specifying this
analysis is shown below:
Fig. 2.24 The Multiple Group X vs. Y Plot Dialog

When we click the OK button we obtain:
X VERSUS Y FOR GROUPS PLOT
VARIABLE MEAN STANDARED DEVIATION

X 23.125 4.268
Y 18.925 3.675
56
Fig. 2.25 An X vs. Y Plot for Multiple Groups

We note the common relationship among all groups that as the Student to Teacher ratio increases, the achievement
of students in the schools decreases. The trend is stronger for some schools than others and this suggests we may
want to complete a further analysis such as a discriminant function analysis to determine whether or not the school
differences are significant.
Resistant Line
Tukey (1970, Chapter 10) proposed the three point resistant line as an data analysis tool for quickly fitting a straight
line to bivariate data (x and y paired data.) The data are divided into three groups of approximately equal size and
sorted on the x variable. The median points of the upper and lower groups are fitted to the middle group to form
two slope lines. The resulting slope line is resistant to the effects of extreme scores of either x or y values and
provides a quick exploratory tool for investigating the linearity of the data. The ratio of the two slope lines from the
upper and lower group medians to the middle group median provides a quick estimate of the linearity which should
be approximately 1.0 for linearity. Our example uses the “Cansas.TEX” file. The dialogue for the analysis appears
as:
Fig. 2.26 Form for Resistant Line

The results obtained are:
Original X versus Y Plot Data
57
X = weight, Y = jumps from file: C:\Users\wgmiller\LazStats\LazStatsData\cansas.LAZ

weight 178.60 609.62 24.69
jumps 70.30 2629.38 51.28
Correlation = -0.2263, Slope = -0.47, Intercept = 154.24
Group X Median Y Median Size

1 155.000 155.000 6
2 176.000 34.000 8
3 197.500 36.500 6
Half Slopes = -5.762 and 0.116

Slope = -2.788
Ratio of half slopes = -0.020
Equation: y = -2.788 * X + ( -566.361)
Fig. 2.27 Median Plot for Resistant Line

Notice that the estimated slope of the resistant line is slightly different than that obtained from the traditional
correlation analysis.
Compare Distributions
It may be desirable to compare the distribution of two continuous variables. As an example, we have
loaded a file labeled anova2.LAZ and transformed the dependent variable x to ranks. We then wish to compare the
original value x with the rankings on x. The dialog for the analysis is shown below with the output after that.
58
Fig. 2.28 Form for Comparing Distributions

RankX RankX RankX

1.000 3 3.000 2.000 3 3.000
1.450 0 3.000 3.750 0 3.000
1.900 5 8.000 5.500 5 8.000
2.350 0 8.000 7.250 0 8.000
2.800 7 15.000 9.000 0 8.000
3.250 0 15.000 10.750 7 15.000
3.700 7 22.000 12.500 0 15.000
4.150 0 22.000 14.250 0 15.000
4.600 6 28.000 16.000 0 15.000
5.050 0 28.000 17.750 7 22.000
5.500 0 28.000 19.500 0 22.000
5.950 4 32.000 21.250 0 22.000
6.400 0 32.000 23.000 0 22.000
6.850 2 34.000 24.750 6 28.000
7.300 0 34.000 26.500 0 28.000
7.750 1 35.000 28.250 0 28.000
8.200 0 35.000 30.000 4 32.000
8.650 1 36.000 31.750 0 32.000
9.100 0 36.000 33.500 3 35.000
9.550 0 36.000 35.250 1 36.000
59
Fig. 2.29 Plot of Cumulative Distributions
Fig. 2.30 Frequency Plot of Two Distributions
Data Smoothing
Data obtained may often contain “noise” that masks the major variations in a variable. This noise may be
reduced by “smoothing” the data. Several techniques have been developed for this task. The one included in this
package involves the averaging of three contiguous values at a time and replacing the lead value with the average.
This is repeated across the values of the variable (with the exception of the first and last values.) To demonstrate,
we have loaded a file labeled boltsize.LAZ and will smooth the VAR1 variable. The dialog is shown below and a
comparison plot of the original and smoothed data is also shown.
60
Fig. 2.31 Form for Smoothing Data
Fig. 2.32 Smoothed Data Cumulative Distributions
Fig. 2.33 Smoothed Frequency Distributions
61
Chapter 3. Comparisons
Testing Hypotheses for Differences Between or Among Means
The Nature of Scientific Investigation.
People have been trying to understand the things they observe for as long as history has been recorded.
Understanding observed phenomenon implies an ability to describe and predict the phenomenon. For example,
ancient man sought to understand the relationship between the sun and the earth. When man is able to predict an
occurrence or change in something he observes, it affords him a sense of safety and control over events. Religion,
astrology, mysticism and other efforts have been used to understand what we observe. The scientific procedures
adopted in the last several hundred years have made a large impact on human understanding. The scientific process
utilizes inductive and deductive logic and the symbols of logic, mathematics. The process involves:
(a) Making systematic observations (description)

(b) Stating possible relationships between or
differences among objects observed (hypotheses)
(c) Making observations under controlled or natural
occurrences of the variations of the objects
hypothesized to be related or different
(experimentation)
(d) Applying an accepted decision rule for stating
the truth or falsity of the speculations
(hypothesis testing)
(e) Verifying the relationship, if observed
(prediction)
(f) Applying knowledge of the relationship when
verified (control)
(g) Conceptualizing the relationship in the context
of other possible relationships (theory).
The rules for deciding the truth or falsity of a statement utilizes the assumptions developed concerning the chance
occurrence of an event (observed relationship or difference). These decision rules are particularly acceptable
because the user of the rules can ascertain, with some precision, the likelihood of making an error, whichever
decision is made!
As an example of this process, consider a teacher who observes characteristics of children who mark false
answers true in a true-false test as different from children who mark true answers as false. Perhaps the hypothetical
teacher happens to notice that the proportion of left-handed children is greater in the first group than the second.
Our teacher has made a systematic observation at this point. Next, the teacher might make a scientific statement
such as "Being left-handed increases the likelihood of responding falsely to true-false test items." Another way of
making this statement however could be "The proportion of left-handed children selecting false options of true
statements in a true-false test does not differ from that of right handed children beyond that expected by sampling
variability alone." This latter statement may be termed a null hypothesis because it states an absence (null) of a
difference for the groups observed. The null hypothesis is the statement generally accepted for testing because the
alternatives are innumerable. For example (1) no difference exists or (2) some difference exists. The scientific
statement which states the principle of interest would be difficult to test because the possible differences are
innumerable. For example, "increases" in the example above is not specific enough. Included in the set of possible
"increases" are 0.0001, 0.003, 0.012, 0.12, 0.4, etc. After stating the null hypothesis, our scientist-teacher would
make controlled observations. For example, the number of "false" options chosen by left and right handed children
would be observed after controlling for the total number of items missed by each group. This might be done by
matching left handed children with right handed children on the total test scores. The teacher may also need to
insure that the number of boys and girls are also matched in each group to control for the possibility that sex is the
variable related to option choices rather than handedness. We could continue to list other ways to control our
observations in order to rule out variables other than the hypothesized ones possibly affecting our decision.
62
Once the teacher has made the controlled observations, decision rules are used to accept or reject the null
hypothesis. We will discover these rules involve the chances of rejecting a true null hypothesis (Type I error) as
well as the chances of accepting a false null hypothesis (Type II error).
Because of the chances of making errors in applying our decision rules, results should be verified through
the observation of additional samples of subjects.
Decision Risks.
Many research decisions have different losses which may be attached to outcomes of an experiment. The
Fig. below summarizes the possible outcomes in testing a null hypothesis. Each outcome has a certain probability of
occurrence. These probabilities (chances) of occurrence are symbolized by Greek letters in each outcome cell.
Possible Outcomes of an Experiment
True State of Nature

Ho True Ho False
Experimenter |----------------|---------------|
conclusion accept | 1 -  | ß |
based on Ho | | Type II error |
observed |----------------|---------------|
data reject | Type I Error | |
Ho |  | 1 - ß |
|----------------|---------------|
In the above Fig.  (alpha) is the chance of obtaining a sample which leads to rejection of the null
hypothesis when in the population from which the sample is drawn the null hypothesis is actually true. On the other
hand, we also have the chance of drawing a sample that leads us to accept a null hypothesis when, in fact, in the
population we should reject it. This latter error has ß (Beta) chances of occurring. Greek symbols have been used
rather than numbers because the experimenter may control the types of error! For example, by selecting large
samples, by reducing the standard deviation of the observed variable (for example by improving the precision of
measurement), or by decreasing the size of the discrepancy (difference) we desire to be sensitive to, we can control
both Type I and Type II error.
Typically, the chances of getting a Type I error is arbitrarily set by the researcher. For example, the value
of alpha may be set to .05. Having set the value of α, the researcher can establish the sample size needed to control
Type II error which is also arbitrarily chosen (e.g. ß = .2). In other cases, the experimenter is limited to the sample
size available. In this case the experimenter must also determine the smallest difference or effect size (alternate
hypothesis) to which he or she wishes to be sensitive.
How does a researcher decide on α, ß and a minimum discrepancy? By assessing or estimating the loss or
consequences in making each type of error! For example, in testing two possible cancer treatments, consider that
treatment 1 costs $1,000 while treatment 2 costs $100. Consider the null hypothesis
Ho: no difference between treatments (i.e. equally effective)
and consider the alternative
H1: treatment 1 is more effective than treatment 2.
If we reject Ho: and thereby accept H1: we will pay more for cancer treatment. We would probably be glad to do
this if treatment 1 were, in fact, more effective. But if we have made a Type I error, our losses are 10 to 1 in dollars
lost. On the other hand, consider the loss if we should accept H 0: when, in fact, H1: is correct. In this case lives
will be lost that might have been saved. What is one life worth? Most people would probably place more than
63
$1,000 value on a life. If so, you would probably choose a smaller ß value than for . The size of both these values
are dependent on the size of risk you are willing to take. In the above example, a ß = .001 would not be
unreasonable.
Part of our decision concerning α and ß also is based on the cost for obtaining each observation.
Sometimes destructive observation is required. For example, in testing the effectiveness of a manufacturer's
military missiles, the sample drawn would be destroyed by the testing. In these cases, the cost of additional
observations may be as large as the losses associated with Type I or Type II error!
Finally, the size of the discrepancy selected as "meaningful" will affect costs and error rates. For example,
is an IQ difference of 5 points between persons of Group A versus Group B a "practical" difference? How much
more quickly can a child of 105 IQ learn over a child of 100 IQ? The larger the difference selected, the smaller is
the sample needed to be sensitive to true population differences of that size. Thus, cost of data collection may be
conserved by selecting realistic differences for the alternative hypothesis. If sample size is held constant while the
discrepancy is increased, the chance of a Type II error is reduced, thus reducing the chances of a loss due to this type
of error. We will examine the relationships between Type I and Type II error, the discrepancy chosen for an
alternative hypothesis, and the sample size and variable's standard deviation in the following sections.
Hypotheses Related to a Single Mean.
In order to illustrate the principles of hypothesis testing, we will select an example that is rather simple.
Consider a hypothetical situation of the teacher who has administered a standardized achievement test in algebra to
high school students completing their first course in algebra. Assume that extensive "norms" exist for the test
showing that the population of previously tested students obtained a mean score equal to 50 and a standard deviation
equal to 10. Further assume the teacher has 25 students in the class and that the class test mean was 55 and the
standard deviation was 9. The teacher feels that his particular method of instruction is superior to those used by
typical instructors and results in superior student performance. He wishes to provide evidence for his claim through
use of the standardized algebra test. However, other algebra teachers in his school claim his teaching is really no
better than theirs but requires half again as much time and effort. They would like to see evidence to substantiate
their claim of no difference. What must our teachers do? The following steps are recommended by their school
research consultant:
1. Agree among themselves how large a difference

between the past population mean and the mean of
the sampled population is a practical increment
in algebra test performance.
2. Agree upon the size of Type I error they are
willing to accept considering the consequences.
3. Because sample size is already fixed (n=25), they
cannot increase it to control Type II error. They
can however estimate what it will be for the
alternative hypothesis that the sampled population
mean does differ by a value as large or larger
than that agreed upon in (2) above.
4. Use the results obtained by the classroom teacher
to accept or reject the null hypothesis assuming
that the sample means of the kind obtained by the
teacher are normally distributed and unbiased
estimates of the population mean. This is
equivalent to saying we assume the teacher's class
is a randomly selected sample from a population of
possible students taught be the instructor's
method. We also assume that the effect of the
instructor is independent for each student, that
is, that the students do not interact in such a
way that the score of one student is somehow
64
dependent on the score obtained by another

student.
By assuming that sample means are normally distributed, we may use the probability distribution of the
normally distributed z to test our hypothesis. Based on a theorem known as the "Central Limit Theorem", it can be
demonstrated that sample means obtained from scores that are NOT normally distributed themselves DO tend to be
normally distributed! The larger the sample sizes, the closer the distribution of sample means approaches the
normal distribution. You may remember that our z score transformation is
_
X-X d
z = ----- = -- (3.1)
Sx Sx
when determining an individual's z score in a sample. Now consider our possible sample means in the above
experiment to be individual scores that deviates (d) from a population mean (μ) and have a standard deviation equal
to
Sx
S- = -- (3.2)
X √n
That is, the sample means vary inversely with the square root of the sample size. The standard deviation of sample
means is also called the standard error of the mean. We can now transform our sample mean (55) into a z score
where μ = 50 and the standard error is Se = Sx / √n = 10 / 5 = 2. Our result would be:
_
X - μ0 55 - 50
z0 = ------ = --------- = 2.5 (3.3)
Se 2
Note we have used a small zero subscript by the population mean to indicate this is the null hypothesis mean.
Before we make any inference about our teacher's student performance, let us assume that the teachers
agreed among themselves to set the risk of a Type I error rather low, at .05, because of the inherent loss of greater
effort and time on their part if the hypothesis is rejected (assuming they adopt the superior teaching method). Let us
also assume that the teachers have agreed that a class that achieves an average mean at least 2 standard deviations of
the sample means above the previous population mean is a realistic or practical increment in algebra learning. This
means that the teachers want a difference of at least 4 points from the mean of 50 since the standard error of the
means is 2.
Now examine the Fig. below. In this Fig. the distribution of sample means is shown (since the statistic of
interest is the sample mean.) A small caret (^) is shown at the scale point where our specific sample statistic (the
mean) falls in the theoretical distribution that has a mean of 50 and standard error of 2. Also shown, by shading is
the area corresponding to the extreme .05 area of the distribution.
65
Fig. 3.1 Distribution of Sample Means

Examination of the previous Fig. indicates that the sample mean obtained deviates from the hypothesized
mean by a considerable amount (5 points). If we were obtaining samples from a population in which the mean was
50 and the standard error of the means was 2, we would expect to obtain a sample this deviant only .006 of the time!
That is, only .006 of normally distributed z scores are as large or larger than the z = 2.5 that we obtained! Because
our sample mean is SO deviant for the hypothesized population, we reject the hypothesized population mean and
instead accept the alternative that the population from which we did sample has a mean greater than 50. If our
statistic had not exceeded the z score corresponding to our Type I error rate, we would have accepted the null
hypothesis. Using a table of the normally distributed z score you can observe that the critical value for our decision
is a z = 1.645.
To summarize our example, we have thus far:
1. Stated our hypothesis. In terms of our critical

z score corresponding to µ, we may write the
hypothesis as
H0 : z < z µ
(3.4)
2. Stated our alternate hypothesis which is
H1 : z > z µ
3. Obtained sample data and found that z > zµ which

leads us to reject H0: in favor of H1: .
Determining Type II Error and Power of the Test
In the example described above, the teachers had agreed that a deviation as large as 2 times the standard
deviation of the means would be a "practical" teaching gain. The question may be asked, "What is the probability of
accepting the null hypothesis when the true population mean is, in fact, 2 standard deviations (standard error) units
above the hypothesized mean?" The Fig. below illustrates the theoretical distributions for both the null hypothesis
and a specific alternate hypothesis, i.e. H 1= 54.
66
Fig. 3.2 Sample Size Estimation

The area to the left of the α value of 1.645 (frequently referred to as the region of rejection) under the null
distribution (left-most curve) is the area of "acceptance" of the null hypothesis - any sample mean obtained that falls
in this region would lead to acceptance of the null hypothesis. Of course, any sample mean obtained that is larger
than the z = 1.645 would lead to rejection (the shaded portion of the null distribution). Now we may ask, "If we
consider the alternative distribution (i.e. μ = 54), what is the z value in that distribution which corresponds to the z
value for µ under the null distribution?" To determine this value, we will first transform the z score for alpha under
the null distribution back to the raw score X to which it corresponds. Solving the z score formula for X we obtain
_
X = zµ S- + μ0
X
_ (3.5)
or X = 1.645 (2) + 50 = 53.29
Now that we have the raw score mean for the critical value of alpha, we can calculate the corresponding z
score under the alternate distribution, that is
_
X - μ1 53.29 - 54
z1 = -------- = ----------- = -.355 (3.6)
S- 2
X
We may now ask, "What is the probability of obtaining a unit normal z score less than or equal to -.355?" Using a
table of the normal distribution or a program to obtain the cumulative probability of the z distribution we observe
that the probability is ß = .359. In other words, the probability of obtaining a z score of -.355 or less is .359 under
the normal distribution. We conclude then that the Type II error of our test, that is, the probability of incorrectly
accepting the null hypothesis when, in fact, the true population mean is 54 is .359. Note that this nearly 36% chance
of an error is considerably larger than the 5% chance of making the Type I error!
67
The sensitivity of our statistical test to detect true differences from the null hypothesized value is called the
Power of our test. It is obtained simply as 1 - ß. For the situation of detecting a difference as large as 4 (two
standard deviations of the sample mean) in our previous example, the power of the test was 1 - .359 = .641. We
may, of course, determine the power of the test for many other alternative hypotheses. For example, we may wish to
know the power of our test to be sensitive to a discrepancy as large as 6 X score units of the mean. The Fig. below
illustrates the power curves for different Type I error rates and
differences from the null hypothesis.
Fig. 3.3 Power Curves
Again, our procedure for obtaining the power would be
a) Obtain the raw X-score mean corresponding to the

critical value of α (region of rejection) under
the null hypothesis. That is
_
X = zα S- + μ0 (3.7)
X
= 1.645 (2) + 50 = 53.29
b) Obtain the z1 score equivalent to the critical

raw score for the alternate hypothesized
distribution, e.g.
_
z1 = (X - μ1) / S- (3.8)
X
= (53.29 - 56) / 2
= -2.71 / 2
= -1.355
c) Determine the probability of obtaining a more

extreme value than that obtained in (b) under
the unit-normal distribution, e.g.
68
P (z < z1 | ND: μ = 0, σ = 1) =
P (z < -1.355 | ND: μ = 0, σ = 1) = .0869 (3.9)
d) Obtain the power as 1 - ß = 1.0 - .0869 = .9131 (3.10)
One may repeat the above procedure for any number of alternative hypotheses and plot the results in a Fig.
such as that shown above. The above plot was made using the LazStats option labeled “Generate Power Curves” in
the Utilities menu.
As the critical difference increases, the power of the test to detect the difference increases. Minimum power is
obtained when the critical difference is equal to zero. At that point power is equal to α, the Type I error rate. A
different "power curve" may be constructed for every possible value of α. If larger values of α are selected, for
example .20 instead of .05, then the test is more powerful for detecting true alternative distributions given the same
meaningful effect size, standard deviation and sample size.
The Fig. 6 above shows the power curves for our example when selecting the following values of α: .01,
.05, and .10.
Sample Size Requirements for the Test of One Mean
The translation of a raw score mean into a standard score was obtained by
_
X-μ
z = ----- (3.11)
S-
X
Likewise, the above formula may be rewritten for translating a z score into the raw score mean by:
_
X = S- z + μ (3.12)
X
Now consider the distribution of an infinite number of sample means where each mean is based on the same number
of randomly selected cases. Even if the original scores are not from a normally distributed population, if the means
are obtained from reasonably large samples (N >30), the means will tend to be normally distributed. This
phenomenon is known as the Central Limit Theorem and permits us to use the normal distribution model in testing a
wide range of hypotheses concerning sample means.
The extreme "tails" of the distribution of sample means are sometimes referred to as "critical regions".
Critical regions are defined as those areas of the distribution which are extreme, that is unlikely to occur often by
chance, and which represent situations where you would reject the distribution as representing the true population
should you obtain a sample in that region. The size of the region indicates the proportion of times sample values
would result in rejection of the null hypothesis by chance alone - that is, result in a "Type I" error. For the situation
of our last example, the full region "R" of say .05 may be split equally between both tails of the distribution, that is,
.025 or R / 2 is in each tail. For normally distributed statistics a .025 extreme region corresponds to a z score of
either -1.96 for the lower tail or +1.96 for the upper tail. The critical sample mean values that correspond to these
regions of rejection are therefore
_
Xc = ± σ- zα/2 + μ0 (3.13)
X
_
69
In addition to the possibility of a critical score (Xc) being obtained by chance part of the time (α) there also
exists the probability (ß) of accepting the null hypothesis when in fact the sample value is obtained from a
population with a mean different from that hypothesized. Carefully examine the Fig. 3.4 below.
Fig. 3.4 Null and Alternate Hypotheses for Sample Means

This Fig. represents two population distributions of means for a variable. The distribution on the left
represents the null hypothesized distribution. The distribution on the right represents an alternate hypothesis, that is,
the hypothesis that a sample mean obtained is representative of a population in which the mean differs from the null
distribution mean be a given difference D. The area of this latter distribution to the left of the shaded alpha area of
the left curve and designated as ß represents the chance occurrence of a sample falling within the region of
acceptance of the null hypothesis, even when drawn from the alternate hypothesized distribution. The score value
corresponding to the critical mean value for this alternate distribution is:
_
Xc = σ- zß + μ1 (3.14 )
X
Since formulas (1) and (2) presented above are both equal to the same critical value for the mean, they are
equal to each other! Hence, we may solve for N, the sample size required in the following manner:
σ- zα + μ0 = σ_zβ + μ1
X X (3.15)
where μ1 = μ0 - D
and σ- = σx / √N (3.16)
X
Therefore,
70
(σx / √N) z α + μ0 = (σx / √N) zß + μ1 (3.17)
or μ1-μ0 = (σx / √N)zα - (σx / √N)zβ) (3.18)
or D = σx / √N (zα - zβ) (3.19)
or √N = (σx / D)(zα - zβ) (3.20)
Note: zβ is a negative value in the above

drawing because we are showing an alternative
hypothesis above the null hypothesis. For an
alternative hypothesis below the null, the
result would yield an equivalent formula.
By squaring both sides of the above equation, we have an expression for the sample size N required to maintain both
the selected α rate and ß rate of errors, that is
σx2
N = --- (zα + zß)2 (3.21)
D2
To demonstrate this formula (4) let us use the previous example of the teacher's experiment concerning a
potentially superior teaching method. Assume that the teachers have agreed that it is important to contain both Type
I error (α) and Type II error (ß) to the same value of .05. We may now determine the number of students that would
be required to teach under the new teaching method and test. Remember that we wished to be sensitive to a
difference between the population mean of 50 by at least 4 points in the positive direction only, that is, we must
obtain a mean of at least 54 to have a meaningful difference in the teaching method. Since this is a "one-tailed" test,
α will be in only one tail of the null distribution. The z score which corresponds to this α value is 1.645. Similarly
the value of z corresponding to the ß level of .05 is also 1.645. The sample size is therefore obtained as
102
N = --- (1.645 + 1.645)2
42
2
= (100/16) (3.29) = (100/16) * 10.81 = 67.65
or approximately 68 students.
Clearly, to provide control over both Type I and Type II error, our research is going to require a larger sample size
than originally anticipated! In this situation, the teacher could simply repeat the teaching with his new method with
additional sections of students or accept a higher Type II error.
It is indeed a sad reflection on much of the published research in the social sciences that little concern has
been expressed for controlling Type II error. Yet, as we have seen, Type II error can often lead to more devastating
costs or consequences than the Type I error which is usually specified! Perhaps most of the studies are restricted to
small available (non-random) samples, or worse, the researcher has not seriously considered the costs of the types of
error. Clearly, one can control both types of error and there is little excuse for not doing so!
Confidence Intervals for a Sample Mean
When a mean is determined from a sample of scores, there is no way to know anything certain about the
value of the mean of the population from which the sample was drawn. We do know however sample means tend to
be normally distributed about the population mean. If an infinite number of samples of size n were drawn at
random, the means of those samples would themselves have a mean μ and a standard deviation of σ / √n . This
standard deviation of the sample means is called the standard error of the mean because it reflects how much in error
71
a sample mean is in estimating the population mean μ on the average. Knowing how far sample means tend to
deviate from μ in the long run permits us to state with some confidence what the likelihood (probability) is that
some interval around our single sample mean would actually include the population mean μ.
Since sample means do tend to be normally distributed about the population mean, we can use the unit-
normal z distribution to make confidence statements about our sample mean. For example, using the normal
distribution tables or programs, we can observe that 95 percent of normally distributed z scores have values between
-1.96 and +1.96. Since sample means are assumed to be normally distributed, we may say that 95% of the sample
means will surround the population mean μ in the interval of ± 1.96 the standard error of the means. In other words,
if we draw a random sample of size n from a population of scores and calculate the sample mean, we can say with
95% confidence that the population mean is in the interval of our sample mean plus or minus 1.96 times the standard
error of the means. Note however, that μ either is or is not in that interval. We cannot say for certain that μ is in the
interval - only that we are some % confident that it is!
The calculation of the confidence interval for the mean is usually summarized in the following formula:
_
CI% = X ± z% σ- (3.22)
X
Using our previous example of this chapter, we can calculate the confidence interval for the sample mean of 55 and
the standard error for the sample of 25 subjects = 2 as
_
CI95 = X ± (1.96) 2 (3.23)
= 51.08 to 58.92
We state therefore that we are 95 percent confident that the actual population mean is between 58.92 and 51.08.
Notice that the hypothesized mean (50) is not in this interval! This is consistent with our rejection of that null
hypothesis. Had the mean of the null hypothesis been "captured" in our interval, we would have accepted the null
hypothesis.
Another way of writing equation (5) above is

_ _
probability (X - z1σ_ < μ < X + z2 σ_) = P (3.24)
X X
where z1 and z2 are the z scores corresponding to the

lower and upper values of the % confidence desired, and
P is the probability corresponding to the % confidence.
For example we might have written our results of the teacher experiment as
probability [(55 - 1.96(2) < μ < 55 + 1.96(2)] = .95
or probability (51.08 < μ < 58.92) = .95
Frequency Distributions
A variable is some measure or observation of an attribute that varies from subject to subject. We are
frequently interested in the shape of the distribution of the frequencies of objects who's scores fall in each category
or interval of our variable. When the shape of the frequency distribution closely resembles that of a theoretical
model of such distributions, we may utilize statistics developed for those theoretical distributions to describe our
observations. We will examine some of the most common theoretical distributions. First, let us consider a simple
Fig. representing the frequency of scores found in intervals of a classroom teacher's test. We will assume the
teacher has administered a 20 item test to 80 students and has "plotted" the number of students obtaining the
various total scores possible. The plot might look as follows:
72
Frequency
10 *
9 * *
8 * *
7 * *
6
5 * *
4
3 * *
2 * *
1 * *
0 * * * *
________________________________________________________________
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Total Test Score
Fig. 3.5 Sample Plot of Test Scores
We can also express the number of subjects in each score range as a proportion of the total number of observations.
For example, we could divide each of the frequencies above by 80 (the number of observations) and obtain:
Proportion
.1250 *
.1125 * *
.1000 * *
.0875 * *
.0750
.0625 * *
.0500
.0375 * *
.0250 * *
.0125 * *
.00 * * * * *
____________________________________________________________
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Total Test Score
Fig. 3.6 Sample Proportions of Test Scores
If the above distribution of the proportion of test scores at each possible value had been obtained on a very,
very large number of cases in a population of subjects, we would refer to the proportions as probabilities. We would
then be able to make statements such as "the probability of a student earning a score of 10 in the population is 0.01."
Sometimes we draw a Fig. that represents the cumulative frequencies divided by the total number of
observations. For example, if we accumulate the frequencies represented in the previous Fig. the cumulative
distribution would appear as:
Cum.Prob.
1.0 * * * *
0.9 * * *
0.8 * *
0.7 *
0.6 *
0.5
0.4 *
0.3 *
0.2 *
0.1 * *
0.0 * * * * *
_____________________________________________________________
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Total Test Score
Fig. 3.7 Sample Cumulative Probabilities of Test Scores
73
If the above 80 observations constituted the population of all possible observations on the 20 item test, we
have no need of statistics to estimate population parameters. We would simply describe the mean and variance of
the population values. If, on the other hand, the above 80 scores represents a random sample from a very, very large
population of observations, we could anticipate that another sample of 80 cases might have a slightly different
distribution appearance. The question may now be raised, what is a reasonable "model" for the distribution of the
population of observations? There are clearly a multitude of distribution shapes for which the above sample of 80
scores might be reasonably thought to be a sample. Because we do not wish to examine all possible shapes that
could be considered, we usually ask whether the sample distribution could be reasonably expected to have come
from one of several "standard" distribution models. The one model having the widest application in statistics is
called the "Normal Distribution". It is that model which we now examine.
The Normal Distribution Model
The Normal Distribution model is based on a mathematical function between the height of a probability
curve for each possible value on the horizontal axis. Since the horizontal axis reflects measurement values, we must
first translate our observations into "standard" units that may be used with any set of observations. The "z" score
transformation is the one used, that is, we standardize our scores by dividing a scores deviation from the mean by
the standard deviation of the scores. If we know the population mean and standard deviation, the transformation is
(Xi  X )
zi 
x (3.25)
If the population mean and standard deviation are unknown, then the sample estimates are used instead.
The Normal Distribution function (also sometimes called the Gaussian distribution function) is given by
z2
1
h e 2
2 (3.26)
where h is the height of the curve at the value z and e is the constant 2.7182818.... .
To see the shape of the normal distribution for a large number of z scores, select the Analysis option and
move the cursor to the Miscellaneous option. A second menu will appear. Click on the Normal Distribution Curve
option. Values of h are drawn for values between approximately -3.0 to +3.0. It should be noted that the normal
distribution actually includes values from -infinity to +infinity . The area under the normal curve totals 1.0. The
area between any two z scores on the normal distribution therefore reflect the proportion (or probability) of z scores
in that range. Since the z scores may be ANY value from -infinity to +infinity, the normal distribution reflects
observations made on a scale considered to yield continuous scores.
The Median
While the mean is obtained as the average of scores in a distribution, it is not the only measure of "central
tendency" or statistic descriptive of the "typical" score in a distribution. The median is also useful. It is the "middle
score" or that value below which lies 50% of the remaining score values. The difference between the mean and
median values is an indicator of how "skewed" are the distribution of scores. If the difference is positive (mean
greater than the median) this would indicate that the mean is highly influenced by "extremely" high scores. If you
plot the distribution of scores, there is typically a "tail" extending to the right (assuming the scores are arranged with
low scores to the left and higher scores to the right.) We would say the distribution is positively skewed. When the
distribution is negatively skewed the mean is less than the median. The median is highly useful for describing the
typical score when the distribution is highly skewed. For example, the average income in the United States is much
greater than the median income. A few millionaires (or billionaires) in the population skews the distribution. In this
case, the median is more "representative" of the "typical" income.
74
Skew
The skew of a distribution is obtained as the third moment of the distribution. The first moment, the mean,
is the average of the scores (sum of X's divided by the number of X's.) The second moment is the variance and is
the average of the squared deviations from the mean. The third moment is the average of the cubed deviations from
the mean. We can write this as:
Skew =
( X  ) 3
N (3.27)
Kurtosis
A distribution may not only be skewed (not bell-shaped) but may also be "flatter" or more "peaked" than
found in the normal curve. When a distribution is more flat we say that it is platykurtik. When it is more peaked we
say it is leptokurtik. When it follows the typical normal curve it is described as mesokurtik. Kurtosis therefore
describes the general height of the distribution across the score range. The kurtosis is obtained as the fourth moment
about the mean. We can write it as:
Kurtosis =
( X  ) 4
N (3.28)
The Binomial Distribution
Some observations yield a simple dichotomy that may be coded as 0 or 1. For example, you may draw a
sample of subjects and observe the gender of each subject. A code of 1 may be used for males and 0 for females (or
vice-versa). In a population of such scores, the proportion of observations coded 1 (P) is the mean (θ) of the scores.
The population variance of dichotomous scores is simple θ(1-θ) or P(1-P). When a sample is drawn from a
population of dichotomous scores, the sample mean, usually denoted simply as p, is an estimator of θ and the
population variance is estimated by p(1-p). The probability of observing a specific number of subjects that would be
coded 1 when sampling from a population in which the proportion of such subjects is P can be obtained from
p n 1  p 
N! N n
X
n!( N  n)!
or simply
N n
X    p (1 p)
N n
n 
(3.29)
where X is the probability,
N is the size of the sample,
n is the number of subjects coded 1 and
P is the population proportion of objects coded 1.
The ! symbol in the above equation is the "factorial" operation, that is, n! means (1)(2)(3)....(n), the product of all
integers up through n. Zero factorial is defined to be equal to 1, that is, 0! = 1.
For any sample of size N, we can calculate the probabilities of obtaining 0, 1, 2, ... , n values of the objects
coded 1 when the population value is P. Once those values are obtained, we may also obtain the cumulative
probability distribution. For example, assume you are sampling males and females from a population with a mean
of 0.5, that is, the number of males (coded 1) equals the number of females (coded 0). Now assume you randomly
75
select a sample of 10 subjects and count the number of males (n). The probabilities for n = 0, 1, ... , N are as
follows:
No. Males Observed Probability Cumulative Probability
0 0.00097 0.00097
1 0.00977 0.01074
2 0.04395 0.05469
3 0.11719 0.17188
4 0.20508 0.37695
5 0.24609 0.62405
6 0.20508 0.82813
7 0.11719 0.94531
8 0.04395 0.98926
9 0.00977 0.99902
10 0.00097 1.00000
Now let us plot the above binomial distribution:
Probability
0.24-0.25 *
0.22-0.23
0.20-0.21 * *
0.18-0.19
0.16-0.17
0.14-0.15
0.12-0.13 * *
0.10-0.11
0.08-0.09
0.06-0.07
0.04-0.05 * *
0.02-0.03
0.00-0.01 * * * *
__________________________________________
0 1 2 3 4 5 6 7 8 9 10
Frequency of Males in Sample
from a population with the number of
males equal to the number of females
Fig. 3.8 Sample Probability Plot
The Poisson Distribution
The Poisson distribution describes the frequency with which discrete binomial events occur. For example,
each child in a school system is either in attendance or not in attendance. The probability of each child being absent
is, however, quite small. The probability of X children being absent from a school increases with the size of the
school (n). Another example is in the area of school drop-outs. Each student may be considered to be either a drop-
out or not a drop-out. The probability of being a drop-out student is usually quite small. The probability that X
students out of n drop out over a given period of time may also be described by the Poisson distribution.
76
The Fig. below illustrates a representative Poisson distribution:
Frequency
10 |
9 |
8 |
7 |
6 | *
5 | * *
4 |* *
3 | *
2 | *
1 | *
0 | *
----------------------------------------------
0 1 2 3 4 5 6 7 8 9 10 11
Course Dropouts Over 18 Week Period
(n = 50)
Fig. 3.9 A Poisson Distribution
The frequency (height) of the Poisson distribution is obtained from the following function:
Lx e  L
f ( x) 
x! (3.30)
where μ = L, the mean of the population distribution

and  = L = the standard deviation of the population distribution
We note that when a variable (e.g. dropouts occurring) has a mean and standard deviation that are equal in
the sample, the distribution may fit the Poisson model. In addition, it is important to remember that the variable (X)
is a discrete variable, that is, only consists of integer values.
The Chi-Squared Distribution
In the field of statistics there is another important distribution that finds frequent use. The chi-squared
statistic is most simply defined as the square of a normally distributed z score. Referring back to the paragraph on z
scores, you will remember that is is obtained as
(Xi  X )
zi 
x (3.31)
that is, the deviation from the mean divided by the variance in the population of normally distributed scores. The z
scores in an infinite population of scores ranges from - to + . If we square randomly selected z scores, all
resulting values are greater than or equal to zero. If we randomly select n z-scores, squaring each one, the sum of
those squared z scores is defined as a Chi-Squared statistic with n degrees of freedom. Each time we draw a random
sample of n z-scores and calculate the Chi-squared statistic, the value may vary from sample to sample. The
distribution of these sample Chi-squared statistics follows the distribution density (height) function:
n2 
 2
e 2
h 1
 n2  n 
 2   
  2  (3.32)
where  is the Chi-squared statistic,

77
n is the degrees of freedom,

e is the constant 2.7181... of the natural logarithm,
and () is the gamma function.
In the calculation of the height of the chi-squared distribution, we encounter the gamma function (Γ). The
gamma function is similar to another function, the factorial function (n!). The factorial of a number like 5, for
example, is 5 x 4 x 3 x 2 x 1 which equals 80. The factorial however only applies to integer values. The gamma
function however applies to continuous values as well as integer values. You can approximate the gamma function
however by interpolating between integer values of the factorial. For example, the value of Γ(4) is equal to 3! or 3 x
2 x 1 = 6. In general, Γ(k-1) = k!
A sample distribution of Chi-squared statistics with 4 degrees of freedom is illustrated below
.25
.20
* *
h .15 * *
* *
.10 * *
* *
.05 * *
* *
.00 * *
_________________________________________________________
0 1 2 3 4 5 6 7 8 9 10 11
Fig. 3.10 Chi-squared Distribution with 4 Degrees of Freedom
The F Ratio Distribution
Another sample statistic which finds great use in the field of statistics is the F statistic. The F statistic may
be defined in terms of the previously defined Chi-squared statistic. It is the ratio of two independent chi-squares,
each of which has been divided by its degrees of freedom, that is
2
n1
F( n1 ,n2 ) 
2
n2 (3.33)
where 2 is the chi-squared statistic, and

n1 and n2 are the degrees of freedom for the numerator
and denominator chi-squares.
As before, we can develop the theoretical model for the sampling distribution of the F statistic. That is, we
assume we repeatedly draw independent samples of n 1 and n2 normally distributed z-scores,
square each one, sum them up in each sample, and form a ratio of the two resulting chi-squared statistics. The
height (density) function is given as
78
 n1  n2  21 22
n n
  n1 n2 n1  2
h 
2  F 2
. n1  n2
n  n 
 1  2  n1 F  n2  2
2 2 (3.34)
where F is the sample statistic,

n1 and n2 are the degrees of freedom, and
() is the gamma function described in the previous
paragraph.
An example of the distribution of the F statistic for n 1 and n2 degrees of freedom may be generated using
the Distribution Plots and Critical Value procedure from the Simulation menu in your LazStats package.
The “Student” t Test
The z statistic used to test hypotheses concerning sample means assumes the use of the normal distribution.
However we have seen that the unbiased estimate of the standard deviation of the sample means is “adjusted” for the
sample size, that is S / √(N-1). If N is large, the distribution we can normally assume the distribution of the means is
normal. When N is small, the “fit” to the normal distribution is less likely. William Gosset (who published under
the name “Student”) developed the mathematics for distributions that differ for the size of N but approach the
normal (Gaussian) distribution as N increases in size. We obtain our statistic t in the same manner that we did for
the z tests but instead of using the normal distribution, we use the t distribution. This distribution is described by the
following equation:
C
y = ________________ (3.35)
[1 + (t2 / df)](df+1)/2
Where
[(df – 1) / 2]!
C = ________________________ Note: df is a single value for “degrees of freedom”
____
(ndf)[(df – 2) / 2]!
Shown below are two t distribution plots, the first with 2 degrees of freedom and the second with 100 degrees of
freedom:
79
Fig. 3.11 t Distribution with 2 Degrees of Freedom
Fig. 3.12 t Distribution with 100 Degrees of Freedom

If you examine the density (height) of the curve on each of the above plots, you will see that the density is much
greater for the plot with only 2 degrees of freedom. The “tails” of the t distribution are greater as the degrees of
freedom decrease. If one is testing a hypothesis at the alpha level of say 0.05, it will take a larger value of t in a t-
test in comparison to a z test to be significant for the smaller samples! The degrees of freedom for the t-test will
vary depending on the nature of the hypothesis being tested.
Comparisons
One Sample Tests
LazStats provides the ability to perform tests of hypotheses based on a single sample. Typically the user is
interested in testing the hypothesis that
1.a sample mean does not differ from a specified hypothesized mean,
2.a sample proportion does not differ from a specified population proportion,
3.a sample correlation does not differ from a specified population correlation, or
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4.a sample variance does not differ from a specified population variance.
The One Sample Test for means, proportions, correlations and variances is started by selecting the
Comparisons option under the Statistics menu and moving the mouse to the One Sample Tests option which you
then click with the left mouse button. If you do this you will then see the specification form for your comparison as
seen below. In this form there is a button corresponding to each of the above type of comparison. You click the one
of your choice. There are also text boxes in which you enter the sample statistics for your test and select the
confidence level desired for the test. We will illustrate each test. In the first one we will test the hypothesis that
a sample mean of 105 does not differ from a hypothesized population mean of 100. The standard deviation is
estimated to be 15 and our sample size is 20.
Fig. 3.13 Single Sample Tests Dialog For a Sample Mean
When we click the Continue button on the form we then obtain our results in an output form as shown below:
ANALYSIS OF A SAMPLE MEAN
Sample Mean = 105.000

Population Mean = 100.000
Sample Size = 20
Standard error of Mean = 3.354
t test statistic = 1.491 with probability 0.152
t value required for rejection = 2.093
Confidence Interval = (97.979,112.021)
We notice that our sample mean is “captured” in the 95 percent confidence interval and this would lead us to accept
the null hypothesis that the sample is not different from that expected by chance alone from a population with mean
100.
Now let us perform a test of a sample proportion. Assume we have an elective high school course in
Spanish I. We notice that the proportion of 30 students in the class that are female is only 0.4 (12 students) yet the
population of high school students in composed of 50% male and 50% female. Is the proportion of females enrolled
in the class representative of a random sample from the population? To test the hypothesis that the proportion of .4
does not differ from the population proportion of .5 we click the proportion button of the form and enter our sample
data as shown below:
81
Fig. 3.14 One Sample Test for a Proportion
When we click the Continue button we see the results as shown below:
ANALYSIS OF A SAMPLE PROPORTION
Sample Proportion = 0.400

Population Proportion = 0.500
Sample Size = 30
Standard error of proportion = 0.091
z test statistic = -1.095 with probability > P = 0.863
z value required for rejection = 1.645
Confidence Interval = ( 0.221, 0.579)
We note that the z statistic obtained for our sample has a fairly high probability of occurring by chance when drawn
from a population with a proportion of .5 so we are again led to accept the null hypothesis.
Now let us test a hypothesis concerning a sample correlation. Assume our Spanish teacher from the
previous example has given two examinations to the 30 students enrolled in the course. The first is a standardized
Spanish aptitude test and the second is a mid-term examination in the course. The teacher observes a correlation of
0.45 between the two examinations. In reading the literature which accompanies the standardized aptitude test the
teacher notices that the validation study reported a correlation of 0.72 between the test and midterm examination
scores in a very large sample of students. The teacher wonders if her observed correlation differs from that of the
validation study. We enter our data in the Single Sample form as follows:
Fig. 3.15 One Sample Correlation Test
When the Continue button is pressed we obtain on the output form the following results:
82
ANALYSIS OF A SAMPLE CORRELATION
Sample Correlation = 0.450

Population Correlation = 0.720
Sample Size = 30
z Transform of sample correlation = 0.485
z Transform of population correlation = 0.908
Standard error of transform = 0.192
z test statistic = -2.198 with probability 0.014
Confidence Interval for sample correlation = ( 0.107, 0.697)
Observing the small probability of the sample z statistic used to complete the test and noting that the population
correlation is not in the 95% confidence interval for the sample statistic, our teacher reasonably rejects the null
hypothesis of no difference and concludes that her correlation is significantly lower than that observed in the
validation study reported in the test manual.
It occurs to our teacher in the above example that perhaps her Spanish students are from a more
homogeneous population than that of the validation study reported in the standardized Spanish aptitude test. If that
were the case, the correlation she observed might well be attenuated due to the differences in variances. In her class
of thirty students she observed a sample variance of 25 while the validation study for the instrument reported
a variance of 36. Let’s examine the test for the hypothesis that her sample variance does not differ significantly
from the “population” value. Again we invoke the One Sample Test from the Comparisons option of the Statistics
menu and complete the form as shown below:
Fig. 3.16 One Sample Variance Test
Upon clicking the Continue button our teacher obtains the following results in the output form:
ANALYSIS OF A SAMPLE VARIANCE
Sample Variance = 25.000

Population Variance = 36.000
Sample Size = 30
Chi-square statistic = 20.139 with probability > chisquare = 0.889 and D.F.
= 29
Chi-square value required for rejection = 16.035
Chi-square Confidence Interval = (45.725,16.035)
Variance Confidence Interval = (15.856,45.215)
83
The chi-square statistic obtained leads our teacher to accept the hypothesis of no difference between her sample
variance and the population variance. Note that the population variance is clearly within the 95% confidence
interval for the sample variance.
Proportion Differences
A most common research question arises when an investigator has obtained two sample proportions. One
asks whether or not the two sample proportions are really different considering that they are based on observations
drawn randomly from a population. For example, a school nurse observes during the flu season that 13 eighth grade
students are absent due to flu symptoms while only 8 of the ninth grade students are absent. The class sizes of the
two grades are 110 and 121 respectively. The nurse decides to test the hypothesis that the two proportions (.118 and
.066) do not differ significantly using the LazStats program. The first step is to start the Proportion Differences
procedure by clicking on the Statistics menu, moving the mouse to the Comparisons option and the clicking on the
Proportion Differences option. The specification form for the test then appears. We will enter the required values
directly on the form and assume the samples are independent random samples from a population of eighth and ninth
grade students.
Fig. 3.17 Testing Equality of Two Proportions
When the nurse clicks the Continue button the following results are shown in the Output form:
COMPARISON OF TWO PROPORTIONS
Test for Difference Between Two Independent Proportions
Entered Values
Sample 1: Frequency = 13 for 110 cases.

Sample 2: Frequency = 8 for 121 cases.
Proportion 1 = 0.118, Proportion 2 = 0.066, Difference = 0.052
Standard Error of Difference = 0.038
Confidence Level selected = 95.0
z test statistic = 1.375 with probability = 0.0846
z value for confidence interval = 1.960
Confidence Interval: ( -0.022, 0.126)
84
The nurse notices that the value of zero is within the 95% confidence interval as therefore accepts the null
hypothesis that the two proportions are not different than that expected due to random sampling variability. What
would the nurse conclude had the 80.0% confidence level been chosen?
If the nurse had created a data file with the above data entered into the grid such as:
CASE/VAR FLU GROUP

CASE 1 0 1
CASE 2 1 1
I.--
CASE 110 0 1
CASE 111 0 2
S--
CASE 231 1 2
then the option would have been to analyze data in a file.
In this case, the absence or presence of flu symptoms for the student are entered as zero (0) or one (1) and the grade
is coded as 1 or 2. If the same students, say the eighth grade students, are observed at weeks 10 and 15 during the
semester, than the test assumptions would be changed to Dependent Proportions. In that case the form changes
again to accommodate two variables coded zero and one to reflect the observations for each student at weeks 10 and
15.
Fig. 3.18 Testing Equality of Two Independent Proportions (Grid Data)
Correlation Differences
When two or more samples are obtained, the investigator may be interested in testing the hypothesis that
the two correlations do not differ beyond that expected due to random sampling variation. This test may be
performed by selecting the correlation differences procedure in the comparison sub-menu of the statistics menu.
The following form then appears:
85
Fig. 3.19 Test of Difference Between Two Independent Correlations
Notice that the form above permit the user to enter the correlations directly on the form or to compute the
correlations for two groups by reading the data from the data grid. In addition, the form permits the user to test the
difference between correlations where the correlations are dependent. This may arise when the same two variables
are correlated on the same sample of subjects at two different time periods or on samples which are “matched” on
one or more related variables. As an example, let us test the difference between a correlation of .75 obtained from a
sample with 30 subjects and a correlation of .68 obtained on a sample of 40 subjects. We enter our values in the
“edit” fields of the form and click the continue button. The results appear below:
COMPARISON OF TWO CORRELATIONS
Correlation one = 0.750

Sample size one = 30
Correlation two = 0.680
Sample size two = 40
Difference between correlations = 0.070
Confidence level selected = 95.0
z for Correlation One = 0.973
z for Correlation Two = 0.829
z difference = 0.144
Standard error of difference = 0.253
z test statistic = 0.568
Probability > |z| = 0.285
z Required for significance = 1.960
Note: above is a two-tailed test.
Confidence Limits = (-0.338, 0.565)
The above test reflects the use of Fisher’s log transformation of a correlation coefficient to an approximate
z score. The correlations in each sample are converted to z’s and a test of the difference between the z scores is
performed. In this case, the difference obtained had a relatively large chance of occurrence when the null hypothesis
is true (0.285) and the 95% confidence limit brackets the sample difference of 0.253. The Fisher z transformation of
a correlation coefficient is
86
1 1 r 
z r  log e  
2 1 r 
The test statistic for the difference between the two correlations is:
zr 
z r1  
 z r2  z 1  z 2 
 z r1  z r2 
where the denominator is the standard error of difference between two independent transformed correlations:
 1  1 
 z r1  zr2     
 n1  3  n2  3 
The confidence interval is constructed for the difference between the obtained z scores and the interval limits are
then translated back to correlations. The confidence limit for the z scores is obtained as:

CI %  zr1  zr2  /  z% z r  z r 
1 2

We can then translate the obtained upper and lower z values using:
e 2 zr  1
r  2 zr
e 1
For the test that two dependent correlations do not differ from zero we use the following t-test:
r  r  n  31  r 
t
xy xz yz
21  r  r  r  2r r r 
2
xy
2
xz
2
yz xy xz yz
Tests for Two Means
t-Tests
Among the comparison techniques the “Student” t-test is one of the most commonly employed. One may
test hypotheses regarding the difference between population means for independent or dependent samples which
meet or do not meet the assumptions of homogeneity of variance. To complete a t-test, select the t-test option from
the Comparisons sub-menu of the Statistics menu. You will see the form below:
87
Fig. 3.20 Dialog Form For The Student t-Test

Notice that you can enter values directly on the form or from a file read into the data grid. If you elect to read data
from the data grid by clicking the button corresponding to “Values Computed from the Data Grid” you will see that
the form is modified as shown below.
Fig. 3.21 Student t-Test For Data in the Data Grid
We will analyze data stored in the Hinkle411.LAZ file.
Once you have entered the variable name and the group code name you click the Continue button. The following
results are obtained for the above analysis:
COMPARISON OF TWO MEANS
Variable Mean Variance Std.Dev. S.E.Mean N

Group 1 31.00 67.74 8.23 1.68 24
Group 2 25.75 20.80 4.56 0.93 24
88
Assuming = variances, t = 2.733 with probability = 0.0089 and 46 degrees of freedom

Difference = 5.25 and Standard Error of difference = 1.92
Confidence interval = ( 1.38, 9.12)
Assuming unequal variances, t = 2.733 with probability = 0.0097 and 35.91 degrees of freedom
Difference = 5.25 and Standard Error of difference = 1.92
Confidence interval = ( 1.35, 9.15)
F test for equal variances = 3.256, Probability = 0.0032F test for equal variances = 3.256,
Probability = 0.0032
NOTE: t-tests are two-tailed tests.
The F test for equal variances indicates it is reasonable to assume the sampled populations have unequal variances
hence we would report the results of the test assuming unequal variances. Since the probability of the obtained
statistic is rather small (0.01), we would likely infer that the samples were drawn from two different populations.
Note that the confidence interval for the observed difference is reported.
89
Chapter 4. The Product Moment Correlation

It seems most living creatures observe relationships, perhaps as a survival instinct. We observe signs that
the weather is changing and prepare ourselves for the winter season. We observe that when seat belts are worn in
cars that the number of fatalities in car accidents decrease. We observe that students that do well in one subject tend
to perform will in other subjects. This chapter explores the linear relationship between observed phenomena.
If we make systematic observations of several phenomena using some scales of measurement to record our
observations, we can sometimes see the relationship between them by “plotting” the measurements for each pair of
measures of the observations. As a hypothetical example, assume you are a commercial artist and produce sketches
for advertisement campaigns. The time given to produce each sketch varies widely depending on deadlines
established by your employer. Each sketch you produce is ranked by five marketing executives and an average
ranking produced (rank 1 = best, rank 5 = poorest.) You suspect there is a relationship between time given (in
minutes) and the average quality ranking obtained. You decide to collect some data and observe the following:
Average Rank (Y) Minutes (X)

3.8 10
2.6 35
4.0 5
1.8 42
3.0 30
2.6 32
2.8 31
3.2 26
3.6 11
2.8 33
Fig. 4.1 A Negative Correlation Plot
90
Testing Hypotheses for Relationships Among Variables: Correlation
Scattergrams
While the mean and standard deviation of the previous chapter are useful for describing the central
tendency and variability of the measures of a single variable, there are frequent situations in which it is desirable to
obtain an index of how values measured on TWO variables tend to vary in the same or opposite directions. This
"co-variability" of two variables may be visually represented by means of a Scattergram, for example, the Fig.
below represents a scattergram of individual's scores on two variables, X and Y.
Scattergram of Two Variables
14 | *
13 | * *
V 12 | * * * *
A 11 | * * * *
R 10 | * * * * *
I 9 | ** *** * * *
A 8 | * * * * *
B 7 | * * * * *
L 6 | * * * * *
E 5 | * * * * *
4 | * * * *
Y 3 | * * * *
2 | * * *
1 | * *
_____|_____|_____|_____|_____|_____|_____|_____|_____|_____|___
0 1 2 3 4 5 6 7 8 9
VARIABLE X
Fig. 4.2 Scattergram of Two Variables
In the above Fig., each asterisk (*) represents a subject's position on two scales of measurement - on the X
scale and on the Y scale. We can observe that subjects with larger X score values tend to have larger Y score
values.
Now consider a set of score pairs representing measurements on two variables, College Grade Point
Average (GPA) and Perceptions of Inadequacy (PI). The Fig. below the data represents the scattergram of subject
scores.
Subject GPA PI
1 3.8 10
2 2.6 35
3 4.0 5
4 1.8 42
5 3.0 30
6 2.6 32
7 2.8 31
8 3.2 26
9 3.6 11
10 2.8 33
91
SCATTERGRAM OF GPA VERSUS PI
GPA
4.0 *
3.8 *
3.6 *
3.4
3.2 *
3.0 *
2.8 * *
2.6 * *
2.4
2.2
2.0
1.8 *
1.6
1.4__________________________________________________________
5 10 15 20 25 30 35 40 45 50
Perceptions of Inadequacy
Fig. 4.3 Scattergram of a Negative Relationship
In this example there is a negative relationship between the two variables, that is, as a subject's perceptions of
inadequacy increase, there is a corresponding decrease in grade point average! (The data are hypothetical if you
hadn't guessed).
Many variables, of course, may not be related at all. In the following scattergram, there is no systematic
co-variation between the two variables:
92
Scattergram of Happiness and Wealth
Happiness
10 *
9 * *
8 * * * *
7 * * * *
6 * ** * * * *
5 * * * * * * *
4 * * *
3 * * *
2 * * *
1 *
0________________________________________________________
0 1 2 3 4 5 6 7 8 9
Wealth Measured as Thousands of Dollars in
a Checking Account
Fig. 4.4 Scattergram of Two Variables with Low Relationship
A simple way to construct an index of the relationship between two variables might be to simply average
the product of the score pairs for the individuals. Unfortunately, the size of this index would vary as a function of
the size of the numbers yielded by our measurement scales. We wouldn't be able to compare the index we obtained
for, say, grade point averages in high school and college with the index we would obtain for college grade point
averages and beginning salaries! On the other hand, an average of score products might be useful if we first
transformed all of our measurements to a COMMON scale of measurement. In fact, this is just what Pearson did!
By converting scores to a scale of measurement such that the mean score is always zero and the standard deviation
of the scores on a variable is always 1.0, he was able to produce an index which, for any pair of variables, always
varies between -1.0 and +1.0 !
Transformation to z Scores
We define a z score as a simple linear transformation of raw scores which involves the formula
zi 
X i X 
sx (4.1)
where zi is the z score for an individual, Xi the individual's raw score and Sx is the standard deviation of the set of X
scores.
When we have a pair of scores for each individual, we must adopt some method for differentiating between
the two variables. Often we simply name the variables X and Y or X1 and X2. For the case of simple correlation
discussed in this section, we will adopt the first method, i.e., the use of X and Y. We will use the second method
when we start to deal with three or more variables at the same time.
The Pearson Product-Moment correlation is defined as
z xi z yi
rx , y  i 1
N (4.2)
93
that is, the average of z score products for the N objects or subjects in our sample. Note, we have used the BIASED
standard deviation in our z score transformations (divided by N, not N-1).
Now let us see how we apply the above formula in obtaining a coefficient of correlation for the above
scattergram. First, we must transform our raw scores (Y and X) to z scores. To do this we must obtain the mean
and standard deviation for each variable. In the Fig. below we have obtained the mean and standard deviation of
each variable, obtained the deviation of each score from the respective mean, and finally, divided each deviation
score by the corresponding standard deviation. We have also shown the product of the z scores for both the X and Y
variables. It is this product of z scores which, when averaged, yields the product-moment correlation coefficient!
_ _
case Y X (Yi - Y) (Xi - X) yzi xzi yzi xzi
1 3.8 10 .78 - 15.5 1.253 -1.318 -1.651

2 2.6 35 - .42 9.5 - .675 .808 - .545
3 4.0 5 .98 - 20.5 1.574 -1.743 -2.743
4 1.8 42 -1.22 16.5 -1.960 1.403 -2.750
5 3.0 30 .02 4.5 .032 .383 .012
6 2.6 32 - .42 6.5 - .675 .553 - .373
7 2.8 31 - .22 5.5 - .353 .468 - .165
8 3.2 26 .18 0.5 .289 .043 .012
9 3.6 11 .58 - 14.5 .932 -1.233 -1.149
10 2.8 33 - .22 7.5 - .353 .638 - .225
N _
Σ Yi = 30.2 Y = 3.02
i=1
N N _
ΣYi2 = 95.08 Sy2 = Σ Y 2 / N - Y2
i=1 i=1
= 9.508 - 9.1204 = 0.3876
and Sy = 0.62257529
N _
Σ Xi = 255.0 X = 25.5
i=1
N N _
Σ X i2 = 7885.0 Sx2 = Σ X 2 / N - X2
i=1 i=1
= 788.5 - 650.25 = 138.25
and Sx = 11.757976
ryx = Σ yzi xzi / N = -9.577 / 10 = -.958
The above method for obtaining the product-moment correlation is quite laborious and it is easy to make
arithmetic mistakes and rounding errors. Let's look for another way which does not require actually computing the z
scores for each variable. First, let us substitute the definition of the z scores in the formula for the correlation:
94
 Yi  Y  X i  X 
 X Y  Y X  Y X 
N
  
N N

 z xi z yi i 1  S y
 S



i i i i Y X
rx , y   
i 1 x i 1
N N NS y S x
(4.3)
or
N N N N N N N
Y X  Y X  Y X  Y X Y X
i i i i i i  X Yi  Y  X i N Y X
rx , y  i 1 i 1 i 1 i 1
 i 1 i 1 i 1
NS y S x NS y S x
(4.4)
or
N N N N N
Yi X i Yi  Xi Yi X i Y X i i

i 1
X i 1
Y i 1
Y X i 1
 XY Y X Y X i 1
 XY
rx , y  N N N  N  N
SySx SxS y SxS y
(4.5)
The last formula does not require us to use z scores at all. We only need to use raw X and Y scores! Since we have
already learned to compute Sx and Sy in terms of raw scores, we can do a little more algebra manipulation of the
above formula and obtain
N
 N  N 
N  X iYi    Yi   X i 
rx , y  i 1  i 1  i 1 
 N 2  N   N 2  N
2
 
2
 N  Yi    Yi    N  X i    X i  
 i 1  i 1    i 1  i 1  
(4.6)
This formula is particularly advantages in that it utilizes the sums and sums of squared scores and the sum
of cross-products of the X and Y scores. In addition, it contains fewer divisions which reduces round-off error!
Using the previous example, we would obtain:
case Y X Y2 X2 YX
1 3.8 10 14.44 100 38.0

2 2.6 35 6.76 1225 91.0
3 4.0 5 16.00 25 20.0
4 1.8 42 3.24 1764 75.6
5 3.0 30 9.00 900 90.0
6 2.6 32 6.76 1024 83.2
7 2.8 31 7.84 961 86.8
8 3.2 26 10.24 676 83.2
9 3.6 11 12.96 121 39.6
10 2.8 33 7.84 1089 92.4
_____ ____ ______ ____ _____
30.2 255 95.08 7885 699.8
95
(10)(699.8)  (30.2)(255) 6998  7701

rx , y  
10(95.08)  30.2 10(7885)  255 
2 2
950.8  912.0478850  65025
or
 703  703  703

rx , y     0.960 (4.7)
(38.76)(13825) 535857 732.02254
(approximately)
Notice that the product-moment correlation obtained by this method differs by approximately .002 obtained
in the average of z score products method. The first method had much more round-off error due to our calculations
only being carried out to the nearest thousandths. Our results by this second method are clearly more accurate, even
for only ten cases!
If you use the unbiased estimates of variances, other formulas may be written to obtain the product-moment
correlation coefficient. Remember we divide the sum of squared deviations about the mean by N-1 for the unbiased
estimate of population variance. In this case the average of z-score products is also divided by N-1 and by
substituting the definition of a z score for both X and Y we obtain:
C x, y
rx , y 
sx s y
(4.8)
where
N N
N  X Y i i
 X iYi  i 1
N
i 1
C x, y  i 1 , (4.9)
N 1
the covariance of x and y
and the unbiased estimates of variance are:
2
N
 N 
 X  Xi  / N
i
 i 1 
2
s x2  i 1
N 1 (4.10)
2
N
 N 

i 1
Yi    Yi  / N
2
 i 1 
sy 
2
N 1 (4.11)
with
sx =√s2x and sy =√s2y
96
To further understand and learn to interpret the product-moment correlation, LazStats provides a means of
simulating pairs of data, plotting those pairs, drawing the “best-fitting line” to the data points and showing the
marginal distributions of the X and Y variables. Go to the Simulation menu and click on the Bivariate Scatter Plot.
The Fig. below shows a simulation for a population correlation of -.95 with population means and variances as
shown. A sample of 100 cases are generated. Actual sample means and standard deviations will vary (as sample
statistics do!) from the population values specified.
POPULATION PARAMETERS FOR THE SIMULATION

Mean X := 100.000, Std. Dev. X := 15.000
Mean Y := 100.000, Std. Dev. Y := 15.000
Product-Moment Correlation := -0.900
Regression line slope := -0.900, constant := 190.000
SAMPLE STATISTICS FOR 100 OBSERVATIONS FROM THE POPULATION
Mean X := 99.988, Std. Dev. X := 14.309
Mean Y := 100.357, Std. Dev. Y := 14.581
Product-Moment Correlation := -0.915
Regression line slope := -0.932, constant := 193.577
Fig. 4.5 A Simulated Negative Correlation Plot
97
Simple Linear Regression
The product-moment correlation discussed in the previous section is an index of the linear relationship
between two continuous variables. But what is the nature of that linear relationship? That is, what is the slope of
the line and where does the line intercept the vertical (Y variable) axis? This unit will examine the straight line "fit"
to data points representing observations with two variables. We will also examine how this straight line may be
used for prediction purposes as well as describing the relationship to the product-moment correlation coefficient.
To introduce the "straight line fit" we will first introduce the concept of "least-squares fit" of a line to a set
of data points. To do this we will keep the number of X and Y score pairs small. Examine the Fig. below. It
represents a set of 5 score pairs similar to those presented in the previous unit.
Fig. 4.6 X Versus Y Plot of Five Values

In the Fig., each point represents the intersection of X and Y score values for an observed case. Also shown is a line
that represents the "best fitting line" to the data points:
Case 1 2 3 4 5
–----------------
X | 1 2 3 4 5
Y | 2 1 3 5 4
-----------------
98
The Least-Squares Fit Criterion
In regression analysis, we want to develop a formula for a straight line which optimally predicts each Y
score from a given X score. For example, if Y is a student's College Grade Point Average (GPA) and X is the high
school grade point average (HSGPA), we wish to develop an equation which will predict the GPA given the
HSGPA. Straight line formulas generally are of the form
Y = BX + C (4.12)
where B is the slope of the line,
and C is a constant representing the point where the line crosses the Y axis. This is also called the intercept.
In the Fig. below, B is the slope of the line (the number of Y units (rise) over 1 unit of X (run). C is the intercept
where the line crosses the Y axis.
Fig. 4.7 Plot for a Correlation of 1.0
If X and Y scores are transformed to z scores using the transformations

_
zx = (Xi - X) / x (4.13)
_
and zy = (Yi - Y) / y (4.14)
then we may write for our prediction of the corresponding z y scores
zy' = bzx + 0 (4.15)
since the intercept is zero for z scores.
The Least-Squares criterion implies that the squared difference between each predicted score and actual
observed score Y is a minimum. That is
N 2
Σ (zy - zy') = Minimum (4.16)
i=1
99
where zy' is the predicted zy score for an individual.
The problem is to obtain values of b such that the above statement is true. If we substitute bz x for each zy' in the
above equation and expand, we get
N
Min = Σ [zy - bzx]2 (4.17)
i=1
N
= Σ (zy2 + b2zx2 - 2bzyzx)
i=1
N N N
z
=Σ y +2 b2 z 2
Σ x - 2b Σ zyzx (4.18)
i=1 i=1 i=1
In the mathematics called Calculus, it is learned that the first derivative of a function is either a minimum
or a maximum. By taking the partial derivative of the above function Min (we will call it M) with respect to b, we
get an equation which can be solved for b. This equation is set equal to zero and solved for b. The derivative of M
with respect to be is:
δM
-- = 2b Σ zx2 - 2 Σ zyzx (4.19)
δb
Setting the derivative to zero and solving for b gives
0 = b Σ zx2 - Σ zyzx (4.20)
or b = Σ zyzx / Σ zx2 (4.21)
Since the sum of squared z scores is equal to N (if we use the biased standard deviation), we see that
b = Σ zxzy / N .
The product-moment correlation was earlier defined to be the average of z score products. Therefore, the slope of a
regression line in z score form is simply
b = rxy
The prediction equation is therefore
zy' = rxy zx (4.22)
To determine the values of B and C in the equation for raw scores, simply substitute the definition of z scores in the
above equation, that is
_ _
(Y' - Y) (X - X)
-------- = rxy ------- (4.23)
sy sx
100
_ sy _
or (Y' - Y) = rxy -- (X - X) (4.24)
sx
sy sy _ _
or Y' = rxy -- X - rxy -- X + Y (4.25)
sx sx
Letting B = rxy(sy / sx), the last equation may be written
_ _
Y' = B X - (B X - Y) (4.26)
To express the equation is the typical "straight line" equation, let

_ _
C=Y-BX (4.27)
so that Y' = B X + C (4.28)
To summarize, the least-squares criterion is met when the predicted scores for zy or Y are obtained from
zy' = r zx (4.29)
or Y' = B X + C where B = rxy (sy / sx) and
_ _
C=Y-BX (4.30)
The Variance of Predicted Scores
We can develop an expression for the variance of predicted scores z y' or Y'. Using the definition of
variance, we have
_
(Y' - Y)2
s2Y' = --------- (4.31)
N
By substituting the definition of Y', that is, BX + C, in the above equation, we could show that the variance of
predicted scores is
s2Y' = rxy2 sy2 (4.32)
That is, the variance of the predicted scores is the square of the product-moment correlation between X and Y times
the variance of the Y scores. It is also useful to rewrite the above equation as
rxy2 = s2Y' / sy2 . (4.33)
The square of the correlation is that proportion of total score variance that is predicted by X !
101
The Variance of Errors of Prediction
Just as we developed an expression for the variance of predicted scores above, we can also develop an
expression for the variance of errors of prediction, that is, the variance of
ei = (Yi - Yi') for each score.
Again using the definition of variance we can write
Σ (Yi - Yi')2
s2Y.X = ------------- (4.34)
N
This formula is biased due to estimating both the mean of X as well as the mean of Y in the population. For that
reason the unbiased estimate is
Σ ei2
s2Y.X = ------- (4.35)
N-2
The square root of this variance is called the standard error of estimate. When we can assume the errors of
prediction are normally distributed, it allows us to estimate a confidence interval for a given predicted score.
Rather than having to compute an error for each individual, the above formula may be translated into a
more convenient computational form:
N-1
2 2 2
s Y.X = sy (1 - r xy) ----- (4.36)
N-2
As an example in using the standard error of estimate, assume we have obtained a correlation of 0.8
between scores of X and Y for 40 subjects. If the variance of the Y scores is 100, then the variance of estimate is
s2Y.X = 100 ( 1.0 - 0.64) (19 / 18)
= 38
and
SY.X = √38 = 6.1644
Using plus or minus 1 under the normal distribution, we can state that a predicted Y score would be expected to be
in the interval (Y' ± 6.2) approximately 68 percent of the time.
Testing Hypotheses Concerning the Pearson Product-Moment Correlation.
Hypotheses About Correlations in One Population
The product-moment correlation is an index of the linear relationship between two variables that varies
between -1.0 and +1.0 with a value of 0.0 indicating no relationship. When obtaining pairs of X and Y scores on a
102
sample of subjects drawn from a population, one can hypothesize that the correlation in the population does not
differ from zero (0), i.e. Ho: = 0. The test statistic is:
r 
t with n-2 degrees of freedom, and (4.37)
Sr
1 r2
Sr 
n2 (4.38)
As an example, assume a sample correlation r = 0.3 is obtained from a random selection of 38 subjects
from a population of subjects. To test the hypothesis that the population correlation does not differ significantly
from zero in either direction, we would obtain
1  .09
Sr   0.158989866
38  2 (4.39)
and
t = r / Sr = .3 / 0.158989866 = 1.886912706 (4.40)
With n-2 = 36 degrees of freedom, the t value obtained would be considered significant at the 0.05 level for a one-
tailed test (r > 0), hence we would fail to retain the null hypothesis (reject).
Test That the Correlation Equals a Specific Value
The sampling distribution of the product-moment correlation is approximately normal or t distributed when
sampled from a population in which the true correlation is zero. Occasionally, however, one wishes to test the
hypothesis that the population correlation does not differ from some specified value ρ not equal to zero. The
distribution of sample correlations from a population in which the correlation differs from zero is skewed, with the
degree of skewness increasing as the population correlation differs from zero. It is possible to transform the
correlations to a statistic which has a sampling distribution that is approximately normal in shape. The
transformation, credited to Fisher, is:
1+r
zr = 0.5 loge(---) (4.41)
1-r
This statistic has a standard error of:
Sr = σ[1/(n-3)] (4.42)
Using the above, a t-test for the hypothesis Ho:ρ=a can be obtained as
zr - zρ
z = ------- (4.43)
Sr
For example, assume we have obtained a sample correlation of r = 0.6 on 50 subjects and we wish to test
the hypothesis that the population correlation does not differ from 0.5 in the positive direction. We would first
transform both the sample and population correlations to the Fisher's z score and obtain:
103
zr = .5loge[(1+.6)/(1-.6)] = 0.6931472 (4.44)
and
zρ = .5loge[(1+.5)/(1-.5)] = 0.5493061 (4.45)
Next, we obtain the standard error as
S = σ[1/(n-3)] =σ[1/(50-3)] = 0.145865 (4.46)

zr
Our test statistic is then
zr - zρ 0.143841
z = ------- = ---------- = 0.986 (4.47)
S 0.145865
zr
Approximately .16 of the area of the normal curve lies beyond a z of .986. We would retain our null
hypothesis if our decision rule was for a probability of 0.05 or less in order to reject.
As for all of the sample statistics discussed so far, a confidence interval may be constructed. In the case of
the Fisher's z transformation of the correlation, we first construct our interval using the z-transformed scores and
then obtain the anti-log to express the interval in terms of product-moment correlations. For example, the 90%
Confidence Interval for the above data is obtained as:
CI90 = zr ± 1.645(S ) (4.48)

zr
= .693 ± 1.645(.146) = .693 ± 0.24
= (.453, .933)
and transforming the zr intervals to r intervals gives
CI90 = (0.424, 0.732) (4.49)
We converted the zr values back to correlations using
2zr
e - 1
r = -------- (4.50)
2zr
e + 1
Notice that the sample value of 0.6 is "captured" in the 90% Confidence Interval, thus verifying our one-tailed 0.05
test.
LazStats contains a procedure for completing a z test for data like that presented above.
104
Under the Statistics menu, move your mouse down to the Comparisons sub-menu, and then to the option entitled
“One Sample Tests”. When the form below displays, click on the Correlation button and enter the sample value .5,
the population value .6, and the sample size 50. Change the confidence level to 90.0%.
Fig. 4.8 Single Sample Tests Dialog Form
Shown below is the z-test for the above data:

Sample Size = 50
z test statistic = 0.986 with probability 0.838
Testing Equality of Correlations in Two Populations
When two populations have been sampled, a correlation between X and Y scores of each sample are often
obtained. We may test the hypothesis that the product-moment correlation in the two populations are equal. If we
assume the samples are independent, our test statistic may be obtained as
z
z r1 
 z r2  z 1  z 2 
S zr  zr 
1 2
(3.59)
where
1 1
S zr  zr   
1 2
n1  3 n2  3
(3.60)
As an example, assume we have collected ACT Composite scores (a college aptitude test) and College
Freshman Grade Point Average (GPA) scores for both men and women at a state university. We might hypothesize
105
that in the population of men and women at this university, there is no difference between the correlation of GPA
and ACT. Now pretend that a sample of 30 men yielded a correlation of .5 and that a sample of 40 women yielded a
correlation of .6. Our test would yield:
zr = 0.5493061 for the men,
zr = 0.6931472 for the women, and
1 1
S zr1  zr2     0.253108798
27 37 (3.61)
and the test value of
z = (0.5493061 - 0.6931472) / 0.253108798
= -0.568
which would not be significant.

The above test reflects the use of Fisher’s log transformation of a correlation coefficient to an approximate
z score. The correlations in each sample are converted to z’s and a test of the difference between the z scores is
performed. In this case, the difference obtained had a relatively large chance of occurrence when the null hypothesis
is true (0.285) and the 95% confidence limit brackets the sample difference of 0.253. The Fisher z transformation of
a correlation coefficient is
1 1 r 
z r  log e  
2 1 r  (3.62)
The test statistic for the difference between the two correlations is:
zr 
z r1  
 z r2  z 1  z 2 
 z r1  z r2  (3.63)
where the denominator is the standard error of difference between two independent transformed correlations:
 1  1 
 z r1  zr2     
 n1  3  n2  3  (3.64)
The confidence interval is constructed for the difference between the obtained z scores and the interval limits are
then translated back to correlations. The confidence limit for the z scores is obtained as:

CI %  zr1  zr2  /  z% z r  z r 
1 2
 (3.65)
We can then translate the obtained upper and lower z values using:
e 2 zr  1
r
e 2 zr  1 (3.66)
For the test that two dependent correlations do not differ from zero we use the following t-test:
106
r  r  n  31  r 
t
xy xz yz
21  r  r  r  2r r r 
2
xy
2
xz
2
yz xy xz yz
(3.67)
We would therefore conclude that, in the populations sampled, there is not a significant difference between the
correlations for men and women. Using LazStats to accomplish the above calculations is rather easy. Under the
Statistics menu move to the Comparisons sub-menu and further in that menu to the Two-Sample Tests sub-sub-
menu. Click on the Independent Correlations option. Shown below are the results for the above data:
Correlation one = 0.500

Sample size one = 30
Correlation two = 0.600
Sample size two = 40
Difference between correlations = -0.100
Confidence level selected = 95.0
z for Correlation One = 0.549
z for Correlation Two = 0.693
z difference = -0.144
Standard error of difference = 0.253
z test statistic = -0.568
Probability > |z| = 0.715
z Required for significance = 1.960
Note: above is a two-tailed test.
Confidence Limits = (-0.565, 0.338)
Differences Between Correlations in Dependent Samples
Assume that three variables are available for a population of subjects. For example, you may have ACT
scores, Freshman GPA (FGPA) scores and High School GPA (HSGPA) scores. It may be of interest to know
whether the correlation of ACT scores with High School GPA is equal to the correlation of ACT scores with the
Freshman GPA obtained in College. Since the correlations would be obtained across the same subjects, we have
dependency between the correlations. In other words, to test the hypothesis that the two correlations r xy and rxz are
equal, we must take into consideration the correlation ryz . A t-test with degrees of freedom equal to N-3 may be
obtained to test the hypothesis that xy = xz in the population. Our t-test is constructed as
rx , y  rx , z
t

2 1  rx2, y  rx2, z  ry2, z  2rx , y rx , z ry , z 
N  31  ry , z  (3.68)
Assume we have drawn a sample of 50 college freshman and observed:
rxy = .4 for the correlation of ACT and FGPA, and
rxz = .6 for the correlation of ACT and HSGPA, and
ryz = .7 for the correlation of FGPA and HSGPA.
Then for the hypothesis that xy = xz in the population of students sampled, we have
107
.4  .6  .2  .2
t    2.214

2 1  .4 2  .6 2  .7 2  2(.4)(.6)(.7)  .652 0.0903338
(50  3)(1  .7) 79.9
(3.69)
This sample t value has a two-tailed probability of less than 0.05. If the 0.05 level were used for our
decision process, we would reject the hypothesis of equal correlations of ACT with the high school GPA and the
freshman college GPA. It would appear that the correlation of the ACT with high school GPA is greater than with
College GPA in the population studied.
Again, LazStats provides the computations for the difference between dependent correlations as shown in
the Fig. below:
Fig. 4.9 Form for Comparison of Correlations
Correlation x with y = 0.400

Correlation x with z = 0.600
Correlation y with z = 0.700
Sample size = 50
Confidence Level Selected = 95.0
Difference r(x,y) - r(x,z) = -0.200
t test statistic = -2.214
Probability > |t| = 0.032
t value for significance = 2.012
108
Partial and Semi-Partial Correlations
Partial Correlation
One is often interested in knowing what the product-moment correlation would be between two variables if one
or more related variables could be held constant. For example, in one of our previous examples, we may be curious
to know what the correlation between achievements in learning French is with past achievement in learning English
with intelligence held constant. In other words, if that proportion of variance shared by both French and English
learning with IQ is removed, what is the remaining variance shared by English and French?
When one subtracts the contribution of a variable, say, X 3, from both variables of a correlation say, X 1 and
X2, we call the result the partial correlation of X1 with X2 partialling out X3. Symbolically this is written as r12.3 and
may be computed by
r12  r13r23
r12.3 
1  r 1  r 
2
13
2
23 (3.70)
More than one variable may be partialled from two variables. For example, we may wish to know the
correlation between English and French achievement partialling both IQ and previous Grade Point Average. A
general formula for multiple partial correlation is given by
(1.0 - R2y.34 .. k) - (1.0 - R2y.12 .. k)

r12.34..k = _________________________ (3.71)
1.0 - R2y.34 .. k
Semi-Partial Correlation
It is not necessary to partial out the variance of a third variable from both variables of a correlation. It may
be the interest of the researcher to partial a third variable from only one of the other variables. For example, the
researcher in our previous example may feel that intelligence should be left in the variance of the past English
achievement which has occurred over a period of years but should be removed from the French achievement which
is a much short learning experience. When the variance of a third variable is partialled from only one of the
variables in a correlation, we call the result a semi-partial or part correlation. The symbol and calculation of the part
correlation is
r1,2 - r1,3r2,3
r1(2.3) = ______________
√(1.0 - r223) (3.72)
where X3 is partialled only from X2 .
The squared multiple correlation coefficient R2 may also be expressed in terms of semi_partial correlations.
For example, we may write the equation
R2y.1 2 .. k = r2y.1 + r2y(2.1) + r2y(3.12) + .. + r2y(k.12..k-1) (3.73)
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In this formula, each semi-partial correlation reflects the proportion of variance contributed by a variable
independent of previous variables already entered in the equation. However, the order of entry is important. Any
given variable may explain a different proportion of variance of the independent variable when entered first, say,
rather than last!
The semi-partial correlation of two variables in which the effects of K-1 other variables have been partialed
from the second variable may be obtained by multiple regression. That is
r2y(1.2 3 .. k) = R2y.1 2 .. k - R2y.23..k (3.74)
Autocorrelation
A large number of measurements are collected over a period of time. Stock prices, quantities sold, student
enrollments, grade point averages, etc. may vary systematically across time periods. Variations may reflect trends
which repeat by week, month or year. For example, a grocery item may sell at a fairly steady rate on Tuesday
through Thursday but increase or decrease on Friday, Saturday, Sunday and Monday. If we were examining product
sales variations for a product across the days of a year, we might calculate the correlation between units sold over
consecutive days. The data might be recorded simply as a series such as “units sold” each day. The observations
can be recorded across the columns of a grid or as a column of data in a grid. As an example, the grid might
contain:
CASE/VAR Day Sold

Case 1 1 34
Case 2 2 26
Case 3 3 32
Case 4 4 39
Case 5 5 29
Case 6 6 14
...
Case 216 6 15
Case 217 7 12
If we were to copy the data in the above “Sold” column into an adjacent column but starting with the Case 2 data,
we would end up with:
CASE/VAR Day Sold Sold2

1 34 26
2 26 32
3 32 39
4 39 29
5 29 14
6 14 11
...
6 15 12
7 12 -
In other words, we repeat our original scores from Case 2 through case 217 in the second column but moved up one
row. Of course, we now have one fewer case with complete data in the second column. We say that the second
column of data “lags” the first column by 1. In a similar fashion we might create a third, fourth, fifth, etc. column
representing lags of 2, 3, 4, 5, etc.. Creating lag variables 1 through 6 would result in variables starting with sales on
days 1 through 7, that is, a week of sale data. If we obtain the product-moment correlations for these seven
110
variables, we would have the correlations among Monday sales, Tuesday Sales, Wednesday Sales, etc. We note that
the mean and variance are best estimated by the lag 0 (first column) data since it contains all of the observations
(each lag loses one additional observation.) If the sales from day to day represent “noise” or simply random
variations then we would expect the correlations to be close to zero. If, on the other hand, we see an systematic
increase or decrease in sales between say, Monday and Tuesday, then we would observe a positive or negative
correlation.
In addition to the inter-correlations among the lagged variables, we would likely want to plot the average
sales for each. Of course, these averages may reflect simply random variation from day to day. We may want to
“smooth” these averages to enhance our ability to discern possible trends. For example, we might want the average
of day three to be a weighted average of that day plus the previous two day sales. This “moving average” would
tend to smooth random peaks and valleys that occur from day to day.
It is also the case that an investigator may want to predict the sales for a particular day based on the
previous sales history. For example, we may want to predict day 8 sales given the history of previous seven day
sales.
Now let us look at an example of auto-correlation. We will use a file named strikes.tab. The file contains a
column of values representing the number of strikes which occurred each month over a 30 month period. Select the
auto-correlation procedure from the Correlations sub-menu of the Statistics main menu. Below is a representation of
the form as completed to obtain auto-correlations, partial auto-correlations, and data smoothing using both moving
average smoothing and polynomial regression smoothing:
Fig. 4.10 The Autocorrelation Dialog

When we click the Compute button, we first obtain a dialog form for setting the parameters of our moving average.
In that form we first enter the number of values to include in the average from both sides of the current average
value. We selected 2. Be sure and press the Enter key after entering the order value. When you do, two theta
values will appear in a list box. When you click on each of those thetas, you will see a default value appear in a text
111
box. This is the weight to assign the leading and trailing averages (first or second in our example.) In our example
we have accepted the default value for both thetas (simply press the Return key to accept the default or enter a value
and press the Return key.) Now press the Apply button. When you do this, the weights for all of the values (the
current mean and the 1, 2, … order means) are recalculated. You can then press the OK button to proceed with the
process.
Fig. 4.11 The Moving Average Dialog
The procedure then plots the original (30) data points and their moving average smoothed values. Since we also
asked for a projection of 5 points, they too are plotted. The plot should look like that shown below:
Fig. 4.12 Plot of Smoothed Points Using Moving Averages
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We notice that there seems to be a “wave” type of trend with a half-cycle of about 15 months. When we press the
Return button on the plot of points we next get the following:
Fig. 4.13 Plot of Residuals Obtained Using Moving Averages
This plot shows the original points and the difference (residual) of the smoothed values from the original. At this
point, the procedure replaces the original points with the smoothed values. Press the Return button and you next
obtain the following:
Fig. 4.14 Polynomial Regression Smoothing Form
This is the form for specifying our next smoothing choice, the polynomial regression smoothing. We have elected
to use a polynomial value of 2 which will result in a model for a data point Yt-1 = B * t2 + C for each data point.
Click the OK button to proceed. You then obtain the following result:
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Fig. 4.15 Plot of Polynomial Smoothed Points
It appears that the use of the second order polynomial has “removed” the cyclic trend we saw in the previously
smoothed data points. Click the return key to obtain the next output as shown below:
Fig. 4.16 Plot of Residuals from Polynomial Smoothing

This result shows the previously smoothed data points and the residuals obtained by subtracting the polynomial
smoothed points from those previous points. Click the Return key again to see the next output shown below:
Overall mean = 4532.604, variance = 11487.241
Lag Rxy MeanX MeanY Std.Dev.X Std.Dev.Y Cases LCL UCL
0 1.0000 4532.6037 4532.6037 109.0108 109.0108 30 1.0000 1.0000

1 0.8979 4525.1922 4537.3814 102.9611 107.6964 29 0.7948 0.9507
2 0.7964 4517.9688 4542.3472 97.0795 106.2379 28 0.6116 0.8988
3 0.6958 4510.9335 4547.5011 91.3660 104.6337 27 0.4478 0.8444
4 0.5967 4504.0864 4552.8432 85.8206 102.8825 26 0.3012 0.7877
5 0.4996 4497.4274 4558.3734 80.4432 100.9829 25 0.1700 0.7287
6 0.4050 4490.9565 4564.0917 75.2340 98.9337 24 0.0524 0.6679
7 0.3134 4484.6738 4569.9982 70.1928 96.7340 23 -0.0528 0.6053
8 0.2252 4478.5792 4576.0928 65.3196 94.3825 22 -0.1470 0.5416
9 0.1410 4472.6727 4582.3755 60.6144 91.8784 21 -0.2310 0.4770
10 0.0611 4466.9544 4588.8464 56.0772 89.2207 20 -0.3059 0.4123
11 -0.0139 4461.4242 4595.5054 51.7079 86.4087 19 -0.3723 0.3481
12 -0.0836 4456.0821 4602.3525 47.5065 83.4415 18 -0.4309 0.2852
114
In the output above we are shown the auto-correlations obtained between the values at lag 0 and those at lags 1
through 12. The procedure limited the number of lags automatically to insure a sufficient number of cases upon
which to base the correlations. You can see that the upper and lower 95% confidence limits increases as the number
of cases decreases. Click the Return button on the output form to continue the process.
Matrix of Lagged Variable: VAR00001 with 30 valid cases.
Variables
Lag 0 Lag 1 Lag 2 Lag 3 Lag 4
Lag 0 1.000 0.898 0.796 0.696 0.597
Lag 1 0.898 1.000 0.898 0.796 0.696
Lag 2 0.796 0.898 1.000 0.898 0.796
Lag 3 0.696 0.796 0.898 1.000 0.898
Lag 4 0.597 0.696 0.796 0.898 1.000
Lag 5 0.500 0.597 0.696 0.796 0.898
Lag 6 0.405 0.500 0.597 0.696 0.796
Lag 7 0.313 0.405 0.500 0.597 0.696
Lag 8 0.225 0.313 0.405 0.500 0.597
Lag 9 0.141 0.225 0.313 0.405 0.500
Lag 10 0.061 0.141 0.225 0.313 0.405
Lag 11 -0.014 0.061 0.141 0.225 0.313
Lag 12 -0.084 -0.014 0.061 0.141 0.225
Variables
Lag 5 Lag 6 Lag 7 Lag 8 Lag 9
Lag 0 0.500 0.405 0.313 0.225 0.141
Lag 1 0.597 0.500 0.405 0.313 0.225
Lag 2 0.696 0.597 0.500 0.405 0.313
Lag 3 0.796 0.696 0.597 0.500 0.405
Lag 4 0.898 0.796 0.696 0.597 0.500
Lag 5 1.000 0.898 0.796 0.696 0.597
Lag 6 0.898 1.000 0.898 0.796 0.696
Lag 7 0.796 0.898 1.000 0.898 0.796
Lag 8 0.696 0.796 0.898 1.000 0.898
Lag 9 0.597 0.696 0.796 0.898 1.000
Lag 10 0.500 0.597 0.696 0.796 0.898
Lag 11 0.405 0.500 0.597 0.696 0.796
Lag 12 0.313 0.405 0.500 0.597 0.696
Variables
Lag 10 Lag 11 Lag 12
Lag 0 0.061 -0.014 -0.084
Lag 1 0.141 0.061 -0.014
Lag 2 0.225 0.141 0.061
Lag 3 0.313 0.225 0.141
Lag 4 0.405 0.313 0.225
Lag 5 0.500 0.405 0.313
Lag 6 0.597 0.500 0.405
Lag 7 0.696 0.597 0.500
Lag 8 0.796 0.696 0.597
Lag 9 0.898 0.796 0.696
Lag 10 1.000 0.898 0.796
Lag 11 0.898 1.000 0.898
Lag 12 0.796 0.898 1.000
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The above data presents the inter-correlations among the 12 lag variables. Click the output form’s Return button to
obtain the next output:
Partial Correlation Coefficients with 30 valid cases.
Variables Lag 0 Lag 1 Lag 2 Lag 3 Lag 4

1.000 0.898 -0.051 -0.051 -0.052
Variables Lag 5 Lag 6 Lag 7 Lag 8 Lag 9

-0.052 -0.052 -0.052 -0.052 -0.051
Variables Lag 10 Lag 11

-0.051 -0.051
The partial auto-correlation coefficients represent the correlation between lag 0 and each remaining lag with
previous lag values partialled out. For example, for lag 2 the correlation of -0.051 represents the correlation
between lag 0 and lag 2 with lag 1 effects removed. Since the original correlation was 0.796, removing the effect of
lag 1 made a considerable impact. Again click the Return button on the output form. Next you should see the
following results:
Fig. 4.17 Auto and Partial Autocorrelation Plot

This plot or “correlogram” shows the auto-correlations and partial auto-correlations obtained in the analysis. If only
“noise” were present, the correlations would vary around zero. The presence of large values is indicative of trends
in the data.
Series
Introduction
In many areas of research observations are taken periodically of the same object. For example, a medical
researcher may take hourly blood pressure readings of a patient. An economist may record the price of a given stock
each day for a long period. A retailer may record the number of units sold of a particular item on a daily basis. An
industrialist may record the number of parts rejected each day over a period of time. In each of these cases, the
researcher may be interested in identifying patterns in the fluctuation of the observations. For example, does a
patient’s systolic blood pressure systematically increase or decrease during visits by relatives? Do stock prices tend
to vary systematically from month to month? Does the number of cans of tomato soup sold vary systematically
across the days of the week or the months? Does the number of parts rejected in the assembly line vary
systematically with the time of day or day of the week?
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One approach often taken to discern patterns in repeated measurements is to simply plot the observed
values across the time intervals on which the recording took place. This may work well to identify major patterns in
the data. Sometimes however, factors which contribute to large systematic variations may “hide” other patterns that
exist. A variety of methods have been developed to identify such patterns. For example, if the patterns are thought
to potentially follow a sin wave pattern across time, a Fourier analysis may be used. This method takes a “signal”
such as an electrical signal or a series of observations such as units sold each day and attempts to decompose the
signal into fundamental frequencies. Knowing the frequencies allows the researcher to identify the “period” of the
waves. Another method often employed involves examining the product-moment correlation between observations
beginning at a specific “lag” period from each other. For example, the retailer may create an “X” variable beginning
on a Monday and and “Y” variable beginning on the Monday four weeks later. The number of units sold are then
recorded for each of these Mondays, Tuesdays, etc. If there is a systematic variation in the number of units sold
over the weeks of this lag, the correlation will tend to be different from zero. If, on the other hand, there is only
random variation, the correlation would be expected to be zero. In fact, the retailer may vary the lag period by 1
day, 2 days, 3 days, etc. for a large number of possible lag periods. He or she can then examine the correlations
obtained for the various lags and where the correlations are larger, determine the pattern(s) that exist. One can also
“co-vary out” the previous lag periods (i.e. get partial correlations) to identify whether or not more than one pattern
may exist.
Once patterns of variability over time are identified, then observations at future time periods may be
predicted with greater accuracy than one would obtain by simply using the average of all observations. The Auto-
Regressive Imbedded Moving Average (ARIMA) method developed by Box and Jenkins is one such prediction tool.
In that method, the relationship between a set of predictor observations and subsequent observations are optimized
in a fashion similar to multiple regression or canonical correlation. When the interest is in predicting only a small
number of future values, other methods may be employed such as multiple regression, moving average, etc.
The LazStats program provides the means for obtaining auto-correlations, partial auto-correlations, Fourier
analysis, moving average analysis and other tools useful for time series analyses.
Calculating Correlations
Correlation
The Product Moment Correlation
It seems most living creatures observe relationships, perhaps as a survival instinct. We observe signs that
the weather is changing and prepare ourselves for the winter season. We observe that when seat belts are worn in
cars that the number of fatalities in car accidents decrease. We observe that students that do well in one subject tend
to perform will in other subjects. This chapter explores the linear relationship between observed phenomena.
If we make systematic observations of several phenomena using some scales of measurement to record our
observations, we can sometimes see the relationship between them by “plotting” the measurements for each pair of
measures of the observations. As a hypothetical example, assume you are a commercial artist and produce sketches
for advertisement campaigns. The time given to produce each sketch varies widely depending on deadlines
established by your employer. Each sketch you produce is ranked by five marketing executives and an average
ranking produced (rank 1 = best, rank 5 = poorest.) You suspect there is a relationship between time given (in
minutes) and the average quality ranking obtained. You decide to collect some data and observe the following:
Average Rank (Y) Minutes (X)

3.8 10
2.6 35
4.0 5
1.8 42
3.0 30
2.6 32
2.8 31
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3.2 26
3.6 11
2.8 33
Using LazStats Descriptive menu’s Plot X vs. Y procedure to plot these values yields the scatter-plot shown on the
following page. Is there a relationship between the production time and average quality ratings?
Fig. 4.18 X Versus Y Plot
LazStats contains a procedure for completing a z test for data like that presented above.
Under the Statistics menu, move your mouse down to the Comparisons sub-menu, and then to the option entitled
“One Sample Tests”. When the form below displays, click on the Correlation button and enter the sample value .5,
the population value .6, and the sample size 50. Change the confidence level to 90.0%.
Fig. 4.19 SingleSample Tests Dialog Form
Shown below is the z-test for the above data:

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Sample Size = 50
z test statistic = 0.986 with probability 0.838
Again, LazStats provides the computations for the difference between dependent correlations as shown in
the Fig. below:
Fig. 4.20 Form for Comparison of Correlations
Correlation x with y = 0.400

Correlation x with z = 0.600
Correlation y with z = 0.700
Sample size = 50
Confidence Level Selected = 95.0
Difference r(x,y) - r(x,z) = -0.200
t test statistic = -2.214
Probability > |t| = 0.032
t value for significance = 2.012
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Partial and Semi-Partial Correlations
Partial Correlation
One is often interested in knowing what the product-moment correlation would be between two variables if one
or more related variables could be held constant. For example, in one of our previous analyses using the cansas.laz
file, we may be curious to know what the correlation between jump height is with weight, waist and pulse with chins
and situps held constant.
Fig. 4.21 Form for Partial and Semi-Partial Correlation

Partial and Semi-Partial Correlation Analysis
Dependent variable = jumps
Predictor Variables:
Variable 2 = weight
Variable 3 = waist
Variable 4 = pulse
Control Variables:
Variable 2 = chins
Variable 3 = situps
Higher order partialling at level = 3
Multiple partialling with 2 variables.
Squared Multiple Correlation with all variables = 0.636
Standardized Regression Coefficients:
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weight = -0.588
waist = 0.982
pulse = -0.064
chins = 0.201
situps = 0.888
Squared Multiple Correlation with control variables = 0.450
Standardized Regression Coefficients:

chins = 0.058
situps = 0.629
Partial Correlation = 0.583
Semi-Partial Correlation = 0.432
F= 2.398 with probability = 0.1117, D.F.1 = 3 and D.F.2 = 14
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Chapter 5. Multiple Regression
This chapter develops the theory and applications of Multiple Linear Regression Analysis. The multiple
regression methods are frequently used (and misused.) It also forms the heart of several other analytic methods
including Path Analysis, Structural Equation Modeling and Factor Analysis.
The Linear Regression Equation
One of the major applications in statistics is the prediction of one or more characteristics of individuals on
the basis of knowledge about related characteristics. For example, common-sense observation has taught most of us
that the amount of time we practice learning something is somewhat predictive of how well we perform on that thing
we are trying to master. Our bowling score tends to improve (up to a point) in relationship to the amount of time we
spend practicing bowling. In the social sciences however, we are often interested in predicting less obvious
outcomes. For example, we may be interested in predicting how much a person might be expected to use a
computer on the basis of a possible relationship between computer usage and other characteristics such as anxiety in
using machines, mathematics aptitude, spatial visualization skills, etc. Often we have not even observed the
relationships but instead must simply hypothesize that a relationship exists. In addition, we must hypothesize or
assume the type of relationship between our variables of interest. Is the relationship a linear one? Is it a curvilinear
one?
Multiple regression analysis is a method for examining the relationship between one continuous variable of
interest (the dependent or criterion variable) and one or more independent (predictor) variables. Typically we
assume a linear relationship of the type
Yi = B1Xi1 + B2Xi2 + ... + BkXik + B0 + Ei (5.1)
where
Yi is the score obtained for individual i on the dependent variable,
Xi1 ... Xik are scores obtained on k independent variables,
B1 ... Bk are weights (regression coefficients) of the k independent variables which

maximize the relationship with the Y scores,
B0 is a constant (intercept) and Ei is the error for individual i.
In the above equation, the error score Ei reflects the difference between the subject's actual score Yi and the
score which is predicted on the basis of the weighted combination of the independent variables. That is,
Y'i - Yi = Ei . (5.2)
where Y'i is predicted from
Y'i = B1Xi1 + B2Xi2 + ... + BkXik + B0 (5.3)
In addition to assuming the above general linear model relating the Y scores to the X scores, we usually
assume that the Ei scores are normally distributed.
When we complete a multiple regression analysis, we typically draw a sample from a population of
subjects and observe the Y and X scores for the subjects of that sample. We use that sample data to estimate the
weights (B's) that will permit us the "best" prediction of Y scores for other individuals in the population for which
122
we only have knowledge of their X scores. For example, assume we are interested in predicting the scores that
individuals make on a paper and pencil final examination test in a statistics course in graduate college. We might
hypothesize that students who, in the past, have achieved higher grade point averages as undergraduates would
likely do better on a statistics test. We might also suspect that students with higher mathematics aptitudes as
measured by the mathematics score on the Graduate Record Examination would do better than students with lower
scores. If undergraduate GPA and GRE-Math combined are highly related to achievement on a graduate statistics
grade, we could use those two variables as predictors of success on the statistics test. Note that in this example, the
GRE and undergraduate GPA are obtained for individuals quite some time before they even enroll in the statistics
course! To find that weighted combination of GRE and GPA scores which "best" predicts the graduate statistics
grades of students, we must observe the actual grades obtained by a sample of students that take the statistics course.
Notice that in our linear prediction model, we are going to obtain, for each individual, a single predictor
score that is a weighted combination of independent variable scores. We could, in other words, write our prediction
equation as
Y'i = Ci + B0 (5.4)
where
k
Ci = Σ BiXI (5.5)
j=1
You may recognize that equation (3) above is a simple linear equation. The product-moment correlation
between Yi and Ci in equation (3) is an index of the degree to which the dependent and composite score are linearly
related. In a previous chapter we expressed this relationship with r xy and the proportion of variance shared as r 2xy.
When x is replace by a weighted composite score C, we differentiate from the simple product-moment correlation
by use of a capital r, that is Ry.1,2,..,k with the subscripts after the period indicating the k independent variables. The
proportion of variance of the Y scores that is predicted by weighted composite of X scores is, similarly, R 2y.1,2,..,k .
We previously learned that, for one independent variable, the "best" weight (B) could be obtained from
B = rxy Sy / Sx . (5.6)
We did not, however, demonstrate exactly what was meant by the best fitting line or best B. We need to learn how
to calculate the values of B when there is more than one independent variable and to interpret those weights.
In the situation of one dependent and one independent variable, the regression line is said to be the "best"
fitting line when the squared distance of each observed Y score summed across all Y scores is a minimum. The Fig.
on the following page illustrates the "best fitting" line for the pairs of x and y scores observed for five subjects. The
line represents, of course, the equation
Y'i = BXi + B0 (5.7)
That is, the predicted Y value for any value of X. (See chapter III to review how to obtain B and B 0 .) Since we
have defined error (Ei) as the difference between the observe dependent variable score (Y i) and the predicted score,
then our "best fitting" line is drawn such that
n n
Σ Ei2 = Σ (Yi - Y'i)2 is a minimum. (5.8)
i=1 i=1
We can substitute our definition of Y'i from equation (4.7) above in equation (4.8) above and obtain
n
G = Σ [Yi - (BXi + B0)]2 = a minimum (5.9)
i=1
123
Expanding equation (5.9) yields
n n n
G = Σ Yi2 + Σ (BXi + B0)2 - 2 Σ Yi(BXi + B0) (5.10)
i=1 i=1 i=1
n n n n
= Σ Yi2 + Σ(B2Xi2 + B02 + 2B0BXi) - 2B Σ YiXi - 2B0 Σ Yi
i=1 i=1 i=1 i=1
or
n n n n n
G = Σ Yi2 + B2 Σ Xi2 + nB02 + 2B0B Σ Xi - 2B Σ YiXi - 2B0 Σ Yi (5.11)
i=1 i=1 i=1 i=1 i=1
= a minimum.
Notice that the function G is affected by two unknowns, B 0 and B. There is one pair of these values which makes G
a minimum value _ any other pair would cause G (the sum of squared errors) to be larger. But how do we determine
B and B0 that guarantees, for any observed sample of data, a minimum G? To answer this question requires we
learn a little bit about minimizing a function. We will introduce some very elementary concepts of Calculus in order
to solve for values of B and B0 that minimize the sum of square errors.
Least Squares Calculus
Definitions:
Definition 1: A function (f) is a correspondence between the objects of one class and those of another which pairs each member of
the first class with one and only one member of the second class. We have several ways of specifying functions, for
example, we might provide a complete cataloging of all the associated pairs, e.g.
Class 1 (x) | 1 2 3 4 5
__________________________________
class 2 f(x) | 3 5 7 9 11
where class 2 values are a function of class 1 values.
Another way of specifying a function is by means of a set of ordered pairs, e.g.
{ (1,3), (2,5), (3,7), (4,9), (5,11) }
124
We may also use a map or graph such as
15 |
14 |
13 |
12 |
11 | *
10 |
9 | *
8 |
7 | *
6 |
5 | *
4 |
3 | *
2 |
1 |
0 |
__________________________________________
0 1 2 3 4 5 6
Fig. 5.1 A Simple Function Map
Finally, we may use a mathematical formula:
f(x) = 2X + 1 where X = 1,2,3,4,5
Definition 2: Given a specific member of the first class, say X, the member of the second class corresponding to this first class
member, designated by f(X), is said to be the value of the function at X.
Definition 3: The set of all objects of the first class is said to be the domain of the function. The set of all objects of the second
class is the range of the function f(X).
In our previous example under definition 1, the domain is the set of numbers (1,2,3,4,5) and the range is
(3,5,7,9,11). As another example, let X = any real number from 1 to 5 and let f(X) = 2X + 1. Then the domain is
{ X : 1 < X < 5 } and the range is
{ f(X) : 3 < f(X) < 11 }.
Definition 4: The classes of objects or numbers referred to in the previous definitions are sometimes called variables. The first
class is called the independent variable and the second class is called the dependent variable.
Definition 5: A quantity which retains a fixed value throughout the course of a discussion is called a constant. Some constants
retain the same values in all discussions, e.g.
= c/d = 3.1416..., and
e = limit as x of (1 + X)1/X = 2.7183... .
Other constants retain the save values in a given discussion but may vary from one discussion to another. For
example, consider the function
f(X) = bX + a. (5.12)
125
In the example under definition 1, b = 2 and a = 1. If b = -2 and a = 3 then the function becomes
f(x) = -2X + 3 .
If X is continuous or an infinite set, complete listing of the numbers is impossible but a map or formula may be
used. Now consider
X | 1 2 2 3
_____________________
f(X) | 3 5 7 4
This is not a legitimate function as by definition there is not a one and only one correspondence of members.
Sometimes the domain is itself a set of ordered pairs or the sub-set of a plane. For example
f(X,Y)
3 |
| :
2 | :
| :
1 | :
| :
___|_:____________________
/ : 1 2 3
1 / : . .
/ :. .
2 / : .
/
3 /
/
Fig. 5.2 A Function Map in Three Dimensions

The domain of { (X,Y) : 0 < X < 2 & 0 < Y < 2 }
f(X,Y) = 2X + Y + 1
Range of { 1 < f(X,Y) < 7 }
Finding A Change in Y Given a Change in X For Y=f(X)
It is often convenient to use Y or some other letter as an abbreviation for f(X).
Definition 6: ΔX represents the amount of change in the value of X and ΔY represents the corresponding amount of change in the
value of Y = f(X). ΔX and ΔY are commonly called increments of change or simply increments. For example,
consider Y = f(X) = X2 where:
Domain is { X : -∞ < X < +∞ }
Now let X = 5. Then Y = f(X) = 25. Now let ΔX = +2. Then
Y = +24. Or let ΔX = -2 then Y = -16. Finally,
let ΔX = 1/2 then Y = 5.25.
126
Trying a different starting point X = 3 and using the same values of X we would get:
if X = 3
and ΔX = +2 then Y = +16
ΔX = -2 then Y = -8
ΔX = .5 then Y = 3.25
It is impractical to determine the increment in Y for an increment in X in the above manner for the general function
Y = f(X) = X2. A more general solution for Y is obtained by writing
Y + ΔY = f(X + ΔX) = (X + ΔX)2
or, solving for Y by subtracting Y from both sides gives
Y = (X + ΔX)2 – Y (5.13)
or Y = X2 + Δ X2 + 2X ΔX - Y
or Y = X2 + ΔX2 + 2X ΔX - X2
or Y = 2X ΔX + ΔX2
Now using this formula:
If X = 5 and ΔX = 2 then Y = +24 or if X = 5 and ΔX = -2 then Y = -16. These values are the same as we
found by our previous calculations!
Relative Change in Y for a Change in X
We may express the relative change in a function with respect to a change in X as the ratio
ΔY
---
ΔX
For the function Y = f(X) = X 2 we found that Y = 2X ΔX + ΔX2
Dividing both sides by ΔX we then obtain
ΔY
----- = 2X + ΔX (5.14)
ΔX
For example, when X = 5 and X = +2, the relative change is
ΔY 24
---- = --- = 2(5) + 2 = 12
ΔX 2
127
The Concept of a Derivative
We may ask what is the limiting value of the above ratio ( ΔY / ΔX) of relative change is as the increment
in X ( ΔX) approaches 0 ( ΔX → 0). We use the symbol
dY
---- to represent this limit.
dX
We note that for the function Y = X2, the relative change was
ΔY
--- = 2X + ΔX . (5.15)
ΔX
If ΔX approaches 0 then the limit is
dY
---- = 2X .
dX
Definition 7: The derivative of a function is the limit of a ratio of the increment of change of the function to the increment of the
independent variable when the latter increment approaches 0 as a limit. Symbolically,
dY ΔY f(X + ΔX)-f(X)
--- = Lim ------ = Lim -----------------
dX ΔX→0 ΔX ΔX→0 ΔX
Since Y + ΔY = f(X + ΔX) and Y = f(X) then
ΔY = f(X + ΔX) - f(X) and the ratio
ΔY f(X + ΔX) - f(X)

---- = ---------------------- (5.16)
ΔX ΔX
EXAMPLE: Y = X2 dY/dX = ?
f(X + ΔX) - f(X)

dY/dX = Lim ----------------------
ΔX→0 ΔX
X2 + ΔX2 + 2X ΔX - X2
= Lim -----------------------------
ΔX→0 ΔX
= Lim ΔX + 2X
ΔX→0
or dY
---- = 2X
dX
Some Rules for Differentiating Polynomials
128
Rule 1. If Y = CXn , where n is an integer, then
dY
--- = nCXn-1 (5.17)
dX
For example, let C = 7 and n = 4 then Y = 7X4.
dY
---- = (4)(7)X3
dX
Proof:
dY C(X + ΔX)n - CXn

--- = Lim ----------------------
dX ΔX→0 ΔX
n n n
since (a+b) = Σ ( ) ar bn_r
r=0 r
then
dY n n
---- = Lim [ C( )Xn ΔXn-n + C( )Xn-1 ΔX1
dX ΔX→0 n n-1
b b
+ C( )Xn-2 ΔX2 + ...+ C( )X0 ΔXn
n-2 0
- CXn] / ΔX
n(n_1)
= Lim [ CXn + CnXn-1 ΔX + C------- Xn-2 ΔX2
ΔX→0 2
+ ...+ C ΔXn - CXn ] / ΔX
n(n_1)
= Lim CnXn-1 + -------- Xn-2 ΔX +...+ C ΔXn-1
ΔX→0 2
or
dY
--- = CnXn-1 (End of Proof)
dX
Rule 1.a If Y = CX then dY/dX = C (5.18)
since by Rule 1 dY/dX = (1)CX0 = C
Rule 1.b If Y = C then dY/dX = 0
129
Note that dY/dX of CX0 is (0)CX-1 = 0.
Rule 2. If Y = U + V - W where U, V and W are functions of

X, then:
dY dU dV dW
--- = ---- + --- - ---- (5.19)
dX dX dX dX
Example: Consider Y = 4X2 - 4X + 1

Let U = f(X) = 4X2 and
V = f(X) = -4X and
W = f(X) = 1.
Applying Rules 1 and 2 we have
dY
--- = 8X - 4
dX
Rule 3. If U = Vn where V is a function of X then
dY dU
--- = nVn-1 --- (5.20)
dX dX
Example: Consider Y = (2X - 1)2
Let V = (2X - 1) and n = 2

Then
dY
--- = 2(2X - 1)(2) = 8X - 4
dX
N
Another Example. Let Y =Σ (3X + Wi)2
i=1
where Wi and N are variable constants,
that is, in one discussion N1 = 3 and
W1 = 2 or W2 = 4 and W3 = 3.
If, for example, X = 0, Y = 22 + 42 + 32 = 29
or, if X = 1 then Y = 52 + 72 + 62 = 110
Now we ask, dY / dX = ?
Solution:
dY N
--- = Σ 2(3X + Wi)(3)
dX i=1
because Y = (3X + W1)2 + (3X + W2)2 + (3X + W3)2

130
and applying Rules 2 and 3 we get:

dY N
--- = 6 Σ (3X + Wi)
dX i=1
N N
= 6 Σ 3X + 6 Σ Wi
i=1 i=1
N
= 6[N(3X)] + 6 Σ Wi
i=1
or
dY N
--- = 18NX + 6 Σ Wi
dX i=1
Geometric Interpretation of a Derivative
The Fig. below presents a graphical representation of a function Y = f(X) (the curved line). Two points on
the function are denoted as P(X,Y) and P(X + X,Y + Y). A straight line, a secant line, is drawn through the two
points. Notice that if X becomes smaller (and therefore the corresponding Y becomes smaller) that the secant line
approaches a tangent line at the point P(X,Y). We review:
f(X) = Y
f(X + ΔX) = (Y + ΔY) or f(X + ΔX) - f(X) = Y
f(X + ΔX) - f(X) ΔY

and ---------------------- = ----
ΔX ΔX
Note that ΔY / ΔX give rise over run or the slope of the of the secant line through two points on the function. Now
if X → 0, then P' approaches P and the secant line approaches a tangent at the point P. Therefore the dY / dX is the
slope of the tangent at P or X.
We will now use the derivative in determining maximum points on a function.
Finding the Value of X for Which f(X) is Least.
Given the function f(X) = Y = X2 - 3X where - < X < + we may present the function as in Fig. XII.2
below.
For the function, we may obtain some values of Y corresponding to a selected set of X values:
X | -2 -1 0 +1 +2 +3 +4 +5
__________________________________________________
Y | 10 4 0 -2 -2 0 +4 +10
Then the derivative

dY
--- = 2X - 3 which is the slope of the tangent at any point X.
131
dX
Setting the slope (dY / dX) equal to zero we obtain the minimum value of X, that is,
0 = 2X - 3 and therefore X = 1.5 for a minimum Y value.
Another Example of a Minimum
Given a collection of score values X
{ X | 16, 8, 10, 4, 12 }
we ask for what value of A is f(A) a minimum if
5
f(A) = Σ (Xi - A)2 ?
i=1
First, examine the f(A) for various values of A, for example:
if A = 5 then f(A) = 112 + 32 + 52 + (-1)2 + 72

if A = 7 then f(A) = 92 + 12 + 32 + (-3)2 + 52
if A = 8 then f(A) = 82 + 02 + 22 + (-4)2 + 42
etc.
A plot of the function f(A) is presented below for the values
A | 5 7 8 9 11 13 15
-------------------------------------------
f(A) | 205 125 100 85 85 125 205
_____________________________________________________________________________________________
f(A)
------
210| • •
200|
190|
180|
170|
160|
150|
140|
130| • • •
120|
110|
100| •
90| •
------- (minimum)
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
A
Fig. 5.3 The Minimum of a Function Derivative
The derivative of the f(A) with respect to A is
132
d f(A) 5
------- = Σ 2(Xi - A)(-1) (5.21)
dA i=1
and to obtain the minimum slope point we obtain
5 5
0 = Σ -2(Xi - A) = Σ Xi - 5A (5.22)
i=1 i=1
5
or A = Σ Xi / 5
i=1
Therefore A = (16 + 8 + 10 + 4 + 12) / 5 = 10
and f(A) = 80 is a minimum.
A Generalization of the Last Example
We will use derivation to prove that given any collection of X values X1, X2, ..., Xi, ..., XN that
N _
Y = Σ (Xi - A)2 is least when A = X.
i=1
As before, the derivative of Y with respect to A is
dY N N
--- = Σ 2(Xi - A)(-1) = -2 Σ (Xi) - 2NA(-1)
dA i=1 i=1
Therefore if we set the derivative to zero we obtain
N
0 = -2 Σ Xi + 2NA
i=1
N
or 0 = - Σ Xi + NA
i=1
N
then A = Σ Xi / N (5.23)
_
which by definition is X.
i=1
Partial Derivatives
Given a function in two independent variables:

133
Y = f(X,Z)
we may create a graph as shown if Fig. XII.4 below. Y, the function, is shown as the vertical axis and X and Z are
shown as horizontal axis. Note the line in the Fig. which represents the map of f(X,Z) when one considers only one
value of Z.
When we study functions of this type with one variable treated as a constant, the derivative of the function
is called a partial derivative.
Suppose the function has a minimum and that it occurs at X = A and Z = B, that is, f(A,B) is a minimum
value of Y. We may obtain the derivative of Y = f(A,Z), that is, treat Z as a constant. This would be the partial
derivative δY/δZ and may be set equal to 0 to get the minimum at B. Of course, we don't know A. Likewise, Y =
f(X,B) and δY/δX set equal to 0 will give A. Here we don't know B.
We can however, by simultaneous equations, where A and B are set to 0, find a minimum of X and Z to
give the Y minimum.
For example, let Y = f(X,Z) = X2 + XZ + Z2 - 6X + 2 .
Then
δY
---- = 2X + Z - 6 = 0 (1)
δX
and δY
--- = X + 2Z = 0 (2)
δZ
or X = -2Z for equation (2) and substituting in (1) gives

-4Z + Z = 6 or Z = -2
and therefore X = +4. These values of Z and X are the values of A and B to produce a minimum for Y = f(A,B).
Least Squares Regression for Two or More Independent Variables
In this section we want to use the concepts of partial derivation to obtain solutions to the B values in
Y'i = B1Xi,1 + B2Xi,2 + B0 (5.24)
such that the sum of (Y - Y')2 is a minimum.
As an example, assume we have a situation in which values of Y i represent Grade Point Average (GPA)
score of subject (i) in his or her freshman year at college. Assume that the X i,1 score is the high school GPA and
that the Xi,2 is an aptitude test score. Our population of subjects may be "decomposed" into sub-populations of Y
scores that correspond to given values of X1 and X2. Fig. XII.5 depicts the distributions of Y scores for
combinations of X1 and X2 scores. We will assume:
(1) the experience pool of the available data is a random sample of (Y, X 1 and X2) triplets from a universe
of such triplets,
(2) the universe is capable of decomposition into sub-universes of triplets have like X1 and X2 values but
differing in Y values,
134
(3) the Y means for the sub-universes fall on a plane, that is,
μY,12 = β1X1 + β2X2 + β0 (5.25)
Now we use the data to estimate β1 , β2 and β0 by finding those values of B1 and B2 and B0 in:
Y' = B1X1 + B2X2 + B0 (5.26)
which minimize
N
G = Σ (Yi - Y'i)2
i=1
N
or G = Σ [ Yi - (B1Xi,1 + B2Xi,2 + B0)]2 (5.27)
i=1
The steps to our solution are:
1. Find the partial derivatives and equate them to 0.
δG N
---- = 2 Σ [Yi - (B1Xi,1 + B2Xi,2 + B0)](-Xi,1)
δB1 i=1
δG N
----- = 2 Σ [Yi - (B1Xi,1 + B2Xi,2 + B0)](-Xi,2)
δB2 i=1
δG N
---- = 2 Σ [Yi - (B1Xi,1 + B2Xi,2 + B0)](-1)
δB0 i=1
Now equating to 0 and simplifying results in the following three "normal" equations:
N N N N
Σ YiXi,1 = B1 Σ X2i,1 + B2 Σ Xi,1Xi,2 + B0 Σ Xi,1 (5.28)
i=1 i=1 i=1 i=1
N N N N
Σ YiXi,2 = B1 Σ Xi,1Xi,2 + B2 Σ X2i,2 + B0 Σ Xi,2 (5.29)
i=1 i=1 i=1 i=1
N N N
Σ Yi = B1 Σ Xi,1 + B2 Σ Xi,2 + NB0 (5.30)
i=1 i=1 i=1
2. Use the data to obtain the various sums, sums of squared values, and sums of products needed. Substitute them
in the above equations (4.28), (4.29) and (4.30) and solve the equations simultaneously for B1, B2 and B0.
3. Substitute obtained values of B1, B2 and B0 into equation 4.27 to get the regression equation.
4. If an index of accuracy of prediction is desired, calculate
135
N
Σ y'2i
N i=1
Σ y'2i and obtain R2y.12 = ------- (5.31)
i=1 N
Σ y2i
i=1
where the y'i and yi scores are deviations from the mean Y value.
Matrix Form for Normal Equations Using Raw Scores
Equations (4), (5) and (6) above may be written more conveniently in matrix form as:
N N N
[Σ YiXi,1 Σ YiXi,2 Σ Yi ] =
i=1 i=1 i=1
N N N
| Σ X2i,1 ΣXi,1Xi,2 Σ Xi,1 |
| i=1 i=1 i=1 |
| |
| N N N |
[B1 B2 B0] | Σ Xi,1Xi,2 Σ X2i,2 Σ Xi,2 |
| i=1 i=1 i=1 |
| |
| N N |
| Σ Xi,1 Σ Xi,2 N |
| i=1 i=1 |
or [ Y'X ]1x (K+1) = [ B ]'1 x (K+1) [ X'X ](K+1)(K+1)
and leaving off the sizes of the matrices gives simply
[ Y'X ] = [ B ]' [ X'X] .
If we post-multiply both sides of this equation by [X'X] -1 we obtain
[ Y'X ] [X'X]-1 = [ B ]' (5.32)
We note that B0 may also be obtained from

_ _ _
B0 = Y - (B1X1 + ... + BkXk) (5.33)
or in matrix notation
_ _
B0 = Y - [B]'[X] (5.34)
_
where [X] = (1/N) [X]
Matrix Form for Normal Equations Using Deviation Scores
The prediction (regression) equation above may be written in deviation score form as
136
y' = B1xi,1 + B2xi,2 (5.35)
N
and solve for G = Σ (yi - y'i)2 as a minimum.
i=1
In deviation score form there is no B0 since the means of deviation scores are always 0.
The partial derivatives of G with respect to B1 and B2 may be written as follows:
δG δG
with ---- = 0 and ----- = 0 we obtain
δB1 δB2
N N N
B1 Σ x2i,1 + B2 Σ xi,1xi,2 = Σ yixi,1
i=1 i=1 i=1
and
N N N
B1 Σ xi,1xi,2 + B2 Σ x2i,2 = Σ yixi,2
i=1 i=1 i=1
or in matrix notation
N N
| Σ x2i,1 Σ xi,1xi,2 |
| i=1 i=1 |
[ B1 B2 ] | |
|N N |
| Σ xi,1xi,2 Σ x2i,2 |
| i=1 i=1 |
N N
= [ Σ yixi,1 Σ yixi,2 ]
i=1 i=1
or simply
[ B ]' [ x'x ] = [y'x]'
and
[ B ]' = [y'x]' [x'x]_1 (5.36)
Matrix Form for Normal Equations Using Standardardized Scores
The regression equation from above may be written in terms of standardized (z) scores as
137
z'y = β1z1 +β2z2 (5.37)
N
The function to be minimized is G = Σ (zy - z'y)2 .
i=1
We obtain the partial derivatives of G with respect to β1 and β2 as before and set them to zero. The equations
obtained are then
N N N
β1 Σ z21 + β2 Σ z1z2 = Σ zyz1
i=1 i=1 i=1
N N N
and β1 Σ z1z2 + β2 Σ z22 = Σ zyz2
i=1 i=1 i=1
If we divide both sides of the above equations by N we obtain
β1 + β2r1,2 = ry,1
β1r1,2 + β2 = ry,2
or
| 1 r1,2 |
[ β1 β2 ] | | = [ r y,1 ry,2 ]
| r1,2 1 |
or more simply as
[β ]' [ rxx ] = [ ry,x ]'
and therefore
[β ]' = [ ry,x ]' [ rx,x ]-1 (5.38)
Equations in the previous discussion are general forms for solving the regression coefficients B 1,...,Bk+1 in
raw score form, the B1,...,Bk coefficients in deviation score form or the 1,...,k coefficients in standardized score
form. In each case, the B's or Betas are obtained by multiplication of an inverse matrix times the vector of cross-
products or correlations. When there are more than two independent variables, the inverse of the matrix becomes
laborious to obtain by hand. Computers are generally available however, which makes the chore of obtaining an
inverse much easier.
You should remember that the independent variables must, in fact, be independent. That is, one
independent variable cannot be a sum of one or more of the other independent variables. If the assumption of
independence is violated, the inverse of the matrix may not exist! In some cases, although the variables are
independent, they may nevertheless correlate quite highly among themselves. In such cases (high colinearity among
independent variables), the computation of the inverse matrix may be difficult and result in considerable error. If
the determinant of the matrix is very close to zero, your results should be held suspect!
138
We will see in latter sections that the inverse of the matrix of independent variable cross-products,
deviation cross-products or correlations may be used to estimate the standard errors of regression coefficients and
the covariances among the regression coefficients.
Hypothesis Testing in Multiple Regression
Testing the Significance of the Multiple Regression Coefficient
The multiple regression coefficient RY,12...k is an index of the degree to which the dependent and weighted
composite of the independent variables correlate. The square of the coefficient indicates the proportion of variance
of the dependent variable which is predicted by the independent variables. The R 2Y,12...k may be obtained from
R2Y,1..k = [ β ]' [ ry,x ] that is
R2 = β1ry,1 + β2ry,2 + ... + βkry,k (5.39)
Since R2 is a sample statistic which estimates a population parameter, it may be expected to vary from sample to
sample and has a standard error.
The total sum of squares of the dependent variable Y may be partitioned into two main sources of variability:
(1) The sum of squares due to regression with the independent variables (SS reg) and
(2) The sum of squares due to error or unexplained variance (SS e).
We may estimate these values by
(a) SSreg = SSY R2Y.12...k and

(b) SSe = SSY (1 - R2Y.12...k)
Associated with each of these sums of squares are degrees of freedom. For the SS reg the degrees of
freedom is the number of independent variables, K. For the SSe the degrees of freedom are N - K - 1, that is, the
degrees of freedom for the variance of Y minus the degrees of freedom for regression. Since the sum of squares for
regression and error are independent, we may form an F-ratio statistic as
MSreg Ssreg / K R2Y,1..k N-K-1

F = ---------- = -------------- . ----------------------------- (5.40)
MSe Sse / (N-K-1) (1 - R2Y,1..k) K
The probability of the F statistic for K and (N-K-1) degrees of freedom may be estimated or values for the
tails obtained from tables of the F distribution. If the probability of obtaining an F statistic as large or larger than
that calculated is less than the alpha level selected, the hypothesis that R2 = 0 in the population may be rejected.
The Standard Error of Estimate
The following Fig. illustrates that for every combination of the independent variables, there is a distribution of Y
scores. Since our prediction equation based on a sample of observations yields only a single Y value for each
combination of the independent variables, there are obviously some predicted Y scores that are in error. We may
estimate the variability of the Y scores at any combination of the X scores. The standard deviation of these scores
for a given combination of X scores is called the Standard Error of Estimate. It is obtained as
139
SY.X = ( SSe / (N-K-1))½ (5.41)
Testing the Regression Coefficients
Just as we may test the hypothesis that the overall multiple regression coefficient does not depart
significantly from zero, so may we test the hypothesis that a regression coefficient B does not depart significantly
from zero. Note that if we conclude that the coefficient does not depart from zero, we are concluding that the
associated variable for that coefficient does not contribute significantly to explaining (predicting) the variance of Y.
The regression coefficients have been expressed both in raw score form (B's) and in standardized score
form (β's). We may convert from one form to the other using
Bj = βj SY / Sj (5.42)
or βj = Bj Sj / SY
Since these coefficients are sample statistics, they have a standard error. The standard error of a regression
coefficient may be obtained as the square root of:
S2Y.X
2
S B = --------------------- (5.43)
j SSXj (1 - R2j,1..(k_1)
where S2Y.X is the standard error of estimate and SS X is the sum of squares for the jth variable,
R2 j,1..(k-1) is the squared multiple correlation of the jth independent variable regressed on the K-1 remaining
independent variables.
In using the above method to obtain the standard errors of regression coefficients, it is necessary to obtain
the multiple correlation of each independent variable with the remaining independent variables.
Another method of obtaining the standard errors of B's is through use of the inverse of the matrix of
deviation score cross-products among the independent variables. We indicated this matrix as
[x'x]-1
in our previous discussion. If we multiply this matrix by the variance of our error of estimate S 2Y.X the resulting
matrix is the variance-covariance matrix of regression coefficients. That is
[C] = S2Y.X [x'x]-1 (5.44)
The diagonal elements of [C], that is, C1,1 , C2,2,...,Ck,k are the variances of the B regression coefficients and the off-
diagonal values are the covariances of the regression coefficients for independent variables.
To test whether or not the Bj regression coefficient departs significantly from zero, we may use either the t-
test statistic or the F-test statistic. The t-test is
Bj Bj
t = ----- = ------ with N-K-1 degrees freedom.
√Cj,j SBj
140
Since the t2 is equivalent to the F test with one degree of freedom in the numerator, we can similarly use the F
statistic with 1 and N-K-1 degrees of freedom where
B2j
F = -------- (5.45)
Cj,j
A third method for examining the effect of a single independent variable is to ask whether or not the
inclusion of the variable in the regression model contributes significantly to the increase in the SS reg over the
regression model in which the variable is absent. Since the proportion of variance of Y that is accounted for by
regression is R2, we can obtain the proportion of variance accounted for by a variable by
R2Y,1..j..K - R2Y,1..(K_1) (5.46)
The first R2 equation (we will call it the FULL Model) contains all independent variables. The second (which we
will call the restricted model) is the proportion of Y score variance predicted by all independent variables except the
jth variable. The difference then is the proportion of variance attributable to the jth variable. The sum of squares of
Y for the jth variable is therefore
SSj = SSY( R2Y,1..j..K - R2Y,1..(K_1) ) (5.47)
The mean square for this source of variability is the same as the SS since there is only 1 degree of freedom. The
ratio of the MSj to MSe forms an F statistic with 1 and N-K-1 degrees of freedom. That is
MSj SSY(R2full-R2restricted) / 1
F = ------ = ------------------------------- (5.48)
MSe SSY(1 - R2full) / (N-K-1)
R2full - R2restricted N-K-1

= --------------------- . ----------
1 - R2full 1
If the independent variable j does not contribute significantly (incrementally) to the variance of Y, the F statistic
above will not be significant at the alpha decision level value.
Testing the Difference Between Regression Coefficients
Two variables may differ in the cost of collection. For example, an aptitude test may cost the student or
institution more than obtaining a high school grade point average. In selecting one or the other independent variable
to use in a regression model, there arises the question as to whether or not two regression coefficients differ
significantly between themselves. Since the regression coefficients are sample statistics, the difference between two
coefficients Bj and Bk is itself a sample statistic. The regression coefficients B are not independent of one another
unless the independent variables themselves are uncorrelated. The standard error of the difference between two
coefficients must therefore take into account not only the variance of each coefficient but also their covariance. The
variance of differences between two regression coefficients may be obtained as
S2B - B = Cj,j + Ck,k - Cj,k (5.49)

j k
where Cj,j , Ck,k and Cj,k are elements of the [C] matrix.
The test for significance of difference between two regression coefficients is therefore
141
B j - Bk
t (N-K-1) = ----------------- (5.50)
√[Cj,j+Ck,k-Cj,k]
Stepwise Multiple Regression
A popular procedure for doing multiple regression by means of a computer program involves what is called
the Stepwise Multiple Regression procedure. One independent variable at a time is added to the regression model.
The independent variables are added in decreasing order of contribution to the variance of Y. Typically, these
programs will select the variable X which has the highest simple correlation with Y. Next, each of the remaining
variables is tested to see which contributes the most to an increase in the R2 (or corresponding F statistic). That
variable which most contributes is added next. This process is repeated until all variables are entered or none
contribute to a significant increase at the alpha level selected. Unfortunately, a variable that has been previously
entered may no longer contribute significantly after another variable is entered due to the co-variability among the
independent variables. For this reason, additional tests may be made of variables already entered for deletion.
Clearly, if the alpha level for entry is equal to the entry level for deletion, one may repeatedly add and delete
variables ad-infinitum. For that reason, a different criterion for deletion (larger) is used than for entry. A better
method examines all combinations of 1, 2, 3, ..., K variables for that combination which yields the maximum R2.
Due to the large number of models computed, this method consumes very large quantities of computer time. It
should also be noted that most analyses are performed on a sample of data selected from a population. As such the
sample correlations and variable means and standard deviations may be expected to vary from sample to sample.
The stepwise methods will "capitalize" on chance variations in the data. A replication of the analysis with another
sample of data will typically yield a different order of entry into the model.
Cross and Double Cross Validation of Regression Models
Because sample data are used in obtaining the regression coefficients and in obtaining estimates of R2, the
investigator may well wonder whether or not the estimates obtained are stable. If prediction is the purpose for
obtaining the coefficients, the investigator is not likely to predict scores of Y for those subjects in the analysis - the
actual values of Y are known for those subjects. More often the question revolves around the accuracy of prediction
of Y for another sample of subjects. The scores for this sample are predicted on the basis of a previous sample.
When the actual Y scores (e.g. GPA's) become available, the difference between the predicted and actual Y scores
can then be obtained. The sum of squared differences is then calculated and the validation coefficient computed as
SSY - SSe
V = ------------
SSY
This ratio of predicted sum of squares to total sum of squares is comparable to the R 2 obtained in the original
sample. Usually, the value of V is considerably smaller than the R2 obtained in the original analysis. If the number
of cases available is large, the investigator may "split" his/her sample into two parts. A multiple regression analysis
is completed with one part and the resulting regression model used to predict the Y scores for the other part. This
cross-validation method provides an immediate indication of the accuracy to expect in use of the model. Another
variation involves obtaining regression coefficients from each half of the sample and applying the respective models
to the other half sample. Pooling the errors of prediction from both samples yields a doubly-crossed validation
index. Unfortunately, there are many ways to split a sample of N subjects into two parts. Each "split" can yield a
different estimate of R2 and B coefficients. For this reason, several methods have been developed to estimate the
"shrunken" R2 which will taken into account the sampling variations. These methods utilize the degrees of freedom
used in obtaining the R2. One estimate commonly used is
N-1
Adjusted R2 = R2 - (1 - R2) ------------
N-K-1
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The relationship between R2 and the number of subjects (N) and predictors (K) can be readily understood.
If the number of subjects equals K + 1, the R2 will always be 1.0 (assuming some variance in the variables). The
reason is that all subjects must fall on the regression line, plane or hyperplane and there is no "freedom" to vary
about the plane. As the ratio of the number of subjects to the number of variables studied increases, this "over-
fitting" of the data to the plane decreases. The larger the ratio of number of subjects to the number of variables, the
closer will the regression statistics estimate the population values. Notice however, that R 2 is biased toward over-
estimation. This bias becomes smaller and smaller as the ratio of subjects to variables increases.
Block Entry Multiple Regression
Several options exist in LazStats for completing the typical Ordinary Least Squares Multiple Regression
(OLS MR.) One method lets the user enter predictors in “blocks” of one or more variables. The results for each
block are obtained and the regression process ended when further inclusion of variables make no further
contribution at the level of significance chosen. To illustrate, we will use a file labeled cansas.LAZ. You will see
that we use this file for a number of different procedures. Basically, the file contains three physical measurements
for individuals and three performance measurements. The last performance measure is labeled “jump” and is a
measure of how far the individual can jump. This will be our dependent variable to be predicted by one or more of
the other variables. The dialog for this procedure is shown below:
Fig. 5.4 Dialog for the Block Entry Multiple Regression Procedure
Two blocks have been entered in the above form. Two variables (weight and waist) were entered as the first block.
Pulse is entered as the second block. When we click the Compute button we obtain:
Dependent variable: jumps
Variable Beta B Std.Err. t Prob.>t VIF TOL

weight -0.246 -0.510 0.996 -0.513 0.615 4.121 0.243
waist 0.022 0.359 7.679 0.047 0.963 4.121 0.243
Intercept 0.000 148.772 146.699 1.014 0.325
SOURCE DF SS MS F Prob.>F
Regression 2 2564.420 1282.210 0.460 0.6390
Residual 17 47393.780 2787.869
Total 19 49958.200
R2 = 0.0513, F = 0.46, D.F. = 2 17, Prob>F = 0.6390

Adjusted R2 = -0.0603

F = 0.460 with probability = 0.639
Block 1 did not meet entry requirements
Notice that neither of the variables in the first block contributed to a significant relationship to the dependent
variable. The next block is then entered with the following results:

143
Variable Beta B Std.Err. t Prob.>t VIF TOL

weight -0.259 -0.538 1.034 -0.520 0.610 4.189 0.239
waist 0.015 0.234 7.928 0.029 0.977 4.144 0.241
pulse -0.055 -0.389 1.863 -0.209 0.837 1.161 0.861
Intercept 0.000 179.887 212.284 0.847 0.409
Regression 3 2692.894 897.631 0.304 0.8222
Residual 16 47265.306 2954.082
Total 19 49958.200
R2 = 0.0539, F = 0.30, D.F. = 3 16, Prob>F = 0.8222

Adjusted R2 = -0.1235

F = 0.304 with probability = 0.822
Block 2 did not meet entry requirements
Again, none of the variables predicted the jumps to a degree acceptable by most researchers (probabilities of the t
and F values less than 0.05.)
Stepwise Forward Multiple Regression
Probably the most popular MR method taught and used by researchers is the stepwise procedure. In this
procedure one variable at a time is added to the prediction model. In order to enter the equation, a variable must
meet a user-specified significance level. In addition, to be retained in the model as other variables are entered, a
previously entered variable must still be significant at another user-specified level (usually larger than the entry
requirement.)
Shown below is the dialog used to predict jumps in the cansas.LAZ file using the three physical
measurements of weight, waist and pulse.
Fig. 5.5 Forward Stepwise MR Dialog

The obtained results are shown below:
Stepwise Multiple Regression by Bill Miller
Product-Moment Correlations Matrix
Variables weight waist pulse jumps
144
weight 1.000 0.870 -0.366 -0.226

waist 0.870 1.000 -0.353 -0.191
pulse -0.366 -0.353 1.000 0.035
jumps -0.226 -0.191 0.035 1.000
Means

178.600 35.400 56.100 70.300
Standard Deviations

24.691 3.202 7.210 51.277
Stepwise Multiple Regression by Bill Miller
----------------- STEP 1 ------------------

Regression 1 2558.343 2558.343 0.972 0.337
Residual 18 47399.857 2633.325
Total 19 49958.200
Dependent Variable: jumps
R R2 F Prob.>F DF1 DF2

0.226 0.051 0.972 0.337 1 18
Adjusted R Squared = -0.002
Std. Error of Estimate = 51.316
Variable Beta B Std.Error t Prob.>t VIF TOL

weight -0.226 -0.470 0.477 -0.986 0.337 1.000 1.000
Exceeds limit - to be removed.
Constant = 154.237
Candidates for entry in next step.

Candidate Partial F Statistic Prob. DF1 DF2
weight 0.0000 0.0000 1.0000 1 18
waist 0.1238 -0.2716 1.0000 1 18
pulse 0.2295 -0.9009 1.0000 1 18
No further steps meet criterion for entry.
-------------FINAL STEP-----------
In this analysis, the first variable entered (weight) was not significant. The other two predictors made no significant
additional contribution to the prediction of jumps and therefore the analysis was terminated. Notice that a test of the
partial correlation was performed to determine whether or not an additional variable should be entered.
Backward Stepwise Multiple Regression
In contrast to the adding of one variable at a time as in the forward stepwise method, all predictors are
initially entered and then eliminated, one by one in the backward method. This continues until all variables have
been removed. The dialog for the analysis of the cansas.LAZ file is shown below:
145
Fig. 5.6 Backward Stepwise MR Dialog

The results are shown below:
Backward Stepwise Multiple Regression by Bill Miller
----------------- STEP 1 ------------------

Determinant of correlation matrix = 0.1977
Regression 3 2692.894 897.631 0.304 0.822
Residual 16 47265.306 2954.082
Total 19 49958.200

0.232 0.054 0.304 0.822 3 16

weight -0.259 -0.538 1.034 -0.520 0.610 4.189 0.239
waist 0.015 0.234 7.928 0.029 0.977 4.144 0.241
pulse -0.055 -0.389 1.863 -0.209 0.837 1.161 0.861
Constant = 179.887
Partial Correlations
Variables weight waist pulse

-0.129 0.007 -0.052
Variable 2 (waist) eliminated
----------------- STEP 2 ------------------

Regression 2 2690.325 1345.162 0.484 0.625
Residual 17 47267.875 2780.463
Total 19 49958.200

0.232 0.054 0.484 0.625 2 17

weight -0.246 -0.512 0.526 -0.972 0.344 1.154 0.866
146
pulse -0.055 -0.393 1.803 -0.218 0.830 1.154 0.866
Constant = 183.762
Variables weight pulse

-0.230 -0.053
Variable 2 (pulse) eliminated
----------------- STEP 3 ------------------

Regression 1 2558.343 2558.343 0.972 0.337
Residual 18 47399.857 2633.325
Total 19 49958.200

0.226 0.051 0.972 0.337 1 18

weight -0.226 -0.470 0.477 -0.986 0.337 1.000 1.000
Constant = 154.237
Variables weight
-0.226
You can see that in each step the variable with the smallest partial correlation is the one eliminated in the next step
of the analysis.
147
Simultaneous Multiple Regression
Another method for obtaining multiple regression results is known as the simultaneous method. In this
method the correlation among all of the included variables of the analysis are considered as the dependent variable
to be predicted by the remaining entered variables. We will demonstrate by using all of the variables in the
cansas.LAZ file as shown below:
Fig. 5.7 Simultaneous MR Dialog

The results obtained are shown below. The first part gives the multiple correlation of each variable regressed on the
other variables and the test of significance. Following that are the standardized regression coefficients (Betas) in
columns for each dependent variable. The –1.000 in the column corresponds with the dependent variable. Also
shown are the standard errors of prediction for each variable followed by the raw regression coefficients and
intercepts (B weights) and the partial correlation of each variable with the remaining variables. It might be noted
here that several factor analysis methods obtain simultaneous multiple regressions as a means of estimating how
much common variance (the squared R) there is between each variable and the other variables.
Simultaneous Multiple Regression by Bill Miller
Product-Moment Correlations Matrix with 20 cases.
Variables
weight waist pulse chins situps
weight 1.000 0.870 -0.366 -0.390 -0.493
waist 0.870 1.000 -0.353 -0.552 -0.646
pulse -0.366 -0.353 1.000 0.151 0.225
chins -0.390 -0.552 0.151 1.000 0.696
situps -0.493 -0.646 0.225 0.696 1.000
jumps -0.226 -0.191 0.035 0.496 0.669
Variables
jumps
148
weight -0.226
waist -0.191
pulse 0.035
chins 0.496
situps 0.669
jumps 1.000
Means with 20 valid cases.
Variables weight waist pulse chins situps

178.600 35.400 56.100 9.450 145.550
Variables jumps
70.300
Standard Deviations with 20 valid cases.

24.691 3.202 7.210 5.286 62.567
Variables jumps
51.277
Multiple Correlation Coefficients for Each Variable
Variable R R2 F Prob.>F DF1 DF2

weight 0.902 0.814 12.249 0.000 5 14
waist 0.939 0.882 21.017 0.000 5 14
pulse 0.386 0.149 0.490 0.778 5 14
chins 0.734 0.539 3.275 0.036 5 14
situps 0.884 0.782 10.026 0.000 5 14
jumps 0.798 0.636 4.901 0.008 5 14
Betas in Columns with 20 cases.
Variables
weight -1.000 0.676 -0.321 0.347 0.372
waist 1.070 -1.000 0.004 -0.616 -0.771
pulse -0.070 0.000 -1.000 -0.017 0.049
chins 0.140 -0.157 -0.031 -1.000 0.143
situps 0.317 -0.415 0.191 0.303 -1.000
jumps -0.301 0.317 -0.149 0.254 0.533
Variables
jumps
weight -0.588
waist 0.982
pulse -0.064
chins 0.201
situps 0.888
jumps -1.000
Standard Errors of Prediction

Variable Std.Error
weight 12.407
waist 1.279
pulse 7.749
chins 4.181
situps 34.056
jumps 36.020
Raw Regression Coefficients with 20 cases.
149
Variables
weight -1.000 0.088 -0.094 0.074 0.944
waist 8.252 -1.000 0.008 -1.017 -15.069
pulse -0.240 0.000 -1.000 -0.012 0.424
chins 0.655 -0.095 -0.042 -1.000 1.697
situps 0.125 -0.021 0.022 0.026 -1.000
jumps -0.145 0.020 -0.021 0.026 0.650
Variables
jumps
weight -1.221
waist 15.718
pulse -0.453
chins 1.947
situps 0.728
jumps -1.000
Variable Constant
weight -114.302
waist 22.326
pulse 71.223
chins 27.313
situps 424.896
jumps -366.967
Partial Correlations with 20 cases.
Variables
weight -1.000 0.851 -0.150 0.221 0.344
waist 0.851 -1.000 0.001 -0.311 -0.566
pulse -0.150 0.001 -1.000 -0.023 0.097
chins 0.221 -0.311 -0.023 -1.000 0.208
situps 0.344 -0.566 0.097 0.208 -1.000
jumps -0.420 0.558 -0.097 0.226 0.688
Variables
jumps
weight -0.420
waist 0.558
pulse -0.097
chins 0.226
situps 0.688
jumps -1.000
Best Fit Multiple Regression
In many research projects an investigator is “searching” for possible relationships with a given variable of
interest. As an exploratory method, this “best fit” method may be used to identify variables of possible interest for
further exploration. The method finds the best combination of 2 or more predictor variables for explaining the
variance of a dependent variable. Since one typically is using a sample, caution must be exercised because this
method will “capitalize” on variations that normally occur from sample to sample.
To demonstrate this procedure, the file used in the other multiple regression procedures will be used
(cansas.LAZ.) The dialog for this procedure is shown below:
150
Fig. 5.8 Best Fit MR Dialog

Best Combination Multiple Regression by Bill Miller

Set 1 includes variables:
variable 1 (weight)
Squared R = 0.0512

variable 2 (waist)
Squared R = 0.0367

variable 3 (pulse)
Squared R = 0.0012

variable 4 (chins)
Squared R = 0.2458

variable 5 (situps)
Squared R = 0.4478
Variables entered in step 1

5 situps

variable 5 (situps)
Squared R = 0.4478
Squared Multiple Correlation = 0.4478

ANOVA for Regression Effects :
SOURCE df SS MS F Prob
Regression 1 22373.1193 22373.1193 14.5991 0.0013
Residual 18 27585.0807 1532.5045
Total 19 49958.2000
Variables in the equation

VARIABLE b s.e. b Beta t prob. t
situps 0.54846 0.1435 0.6692 3.821 0.0013
(Intercept) -9.52819
Increase in squared R for this step = 0.447837

F = 14.5991 with D.F. 1 and 18 with Probability = 0.0013
----------------------------------------------------------
151

variable 1 (weight)
variable 2 (waist)
Squared R = 0.0513

variable 1 (weight)
variable 3 (pulse)
Squared R = 0.0539

variable 1 (weight)
variable 4 (chins)
Squared R = 0.2471

variable 1 (weight)
variable 5 (situps)
Squared R = 0.4620

variable 2 (waist)
variable 3 (pulse)
Squared R = 0.0379

variable 2 (waist)
variable 4 (chins)
Squared R = 0.2555

variable 2 (waist)
variable 5 (situps)
Squared R = 0.5470

variable 3 (pulse)
variable 4 (chins)
Squared R = 0.2474

variable 3 (pulse)
variable 5 (situps)
Squared R = 0.4619

variable 4 (chins)
variable 5 (situps)
Squared R = 0.4496

2 waist
5 situps

variable 2 (waist)
variable 5 (situps)
Squared R = 0.5470

152

Regression 2 27329.4127 13664.7064 10.2657 0.0012
Residual 17 22628.7873 1331.1051
Total 19 49958.2000

waist 6.60502 3.4230 0.4124 1.930 0.0705
situps 0.76669 0.1752 0.9355 4.377 0.0004

----------------------------------------------------------

variable 1 (weight)
variable 2 (waist)
variable 3 (pulse)
Squared R = 0.0539

variable 1 (weight)
variable 2 (waist)
variable 4 (chins)
Squared R = 0.3086

variable 1 (weight)
variable 2 (waist)
variable 5 (situps)
Squared R = 0.6125

variable 1 (weight)
variable 3 (pulse)
variable 4 (chins)
Squared R = 0.2502

variable 1 (weight)
variable 3 (pulse)
variable 5 (situps)
Squared R = 0.4696

variable 1 (weight)
variable 4 (chins)
variable 5 (situps)
Squared R = 0.4646

variable 2 (waist)
variable 3 (pulse)
variable 4 (chins)
Squared R = 0.2556

variable 2 (waist)
variable 3 (pulse)
variable 5 (situps)
Squared R = 0.5481

variable 2 (waist)
153
variable 4 (chins)
variable 5 (situps)
Squared R = 0.5577

variable 3 (pulse)
variable 4 (chins)
variable 5 (situps)
Squared R = 0.4636

1 weight
2 waist
5 situps

variable 1 (weight)
variable 2 (waist)
variable 5 (situps)
Squared R = 0.6125

Regression 3 30601.6275 10200.5425 8.4317 0.0014
Residual 16 19356.5725 1209.7858
Total 19 49958.2000

weight -1.09743 0.6673 -0.5284 -1.645 0.1195
waist 14.61323 5.8617 0.9125 2.493 0.0240
situps 0.81774 0.1699 0.9978 4.814 0.0002

----------------------------------------------------------

variable 1 (weight)
variable 2 (waist)
variable 3 (pulse)
variable 4 (chins)
Squared R = 0.3098

variable 1 (weight)
variable 2 (waist)
variable 3 (pulse)
variable 5 (situps)
Squared R = 0.6168

variable 1 (weight)
variable 2 (waist)
variable 4 (chins)
variable 5 (situps)
Squared R = 0.6329

variable 1 (weight)
variable 3 (pulse)
variable 4 (chins)
variable 5 (situps)
154
Squared R = 0.4719

variable 2 (waist)
variable 3 (pulse)
variable 4 (chins)
variable 5 (situps)
Squared R = 0.5583

1 weight
2 waist
4 chins
5 situps

variable 1 (weight)
variable 2 (waist)
variable 4 (chins)
variable 5 (situps)
Squared R = 0.6329

Regression 4 31619.5424 7904.8856 6.4658 0.0031
Residual 15 18338.6576 1222.5772
Total 19 49958.2000

weight -1.18963 0.6784 -0.5728 -1.754 0.0999
waist 15.86516 6.0502 0.9907 2.622 0.0192
chins 1.98471 2.1751 0.2046 0.912 0.3760
situps 0.72449 0.1990 0.8840 3.641 0.0024

----------------------------------------------------------
Last variable added failed entry test. Job ended.
Product-Moment Correlations Matrix with 20 cases.
Variables
weight 1.000 0.870 -0.366 -0.390 -0.493
waist 0.870 1.000 -0.353 -0.552 -0.646
pulse -0.366 -0.353 1.000 0.151 0.225
chins -0.390 -0.552 0.151 1.000 0.696
situps -0.493 -0.646 0.225 0.696 1.000
jumps -0.226 -0.191 0.035 0.496 0.669
Variables
jumps
weight -0.226
waist -0.191
pulse 0.035
chins 0.496
situps 0.669
jumps 1.000

155

178.600 35.400 56.100 9.450 145.550
Variables jumps
70.300

24.691 3.202 7.210 5.286 62.567
Variables jumps
51.277
Polynomial (Non-Linear) Regression
In working with a variety of X and Y relationships, few investigators have failed to observe situations
where the X and Y scores were not linearly related but rather were curvilinearly related. For example, achievement
on a test may well have a curvilinear relationship with test anxiety - too little or too much producing a lower test
score than a moderate degree of anxiety. To describe the relationship therefore requires the use of non-linear
indices. We know from analytic geometry, that a curve may be described in cartesian coordinates by a polynomial
in powers of X. For example, a parabola may be described by
Y = B1X + B2X2 + B0
In fact, a set of n data points (X,Y) can be completely "fit" by a polynomial of order n. Typically, however, we are
interested in finding the lowest order (k) that adequately describes the Y variance. We could repeatedly obtain
models with 1, 2, 3 .. n-1 terms each time obtaining the sum of squared residuals and stop adding values when the
change in the error term was less than some arbitrary value. This could be done using the multiple regression
programs already available in the multiple regression menu. Unfortunately, when values are raised to the power of 6
or higher, most computers suffer extensive "overflow" or round-off error in their calculations. To use higher order
terms requires us to "transform" our data in such a manner that minimizes this problem. A popular method is to
express each power of X in terms of an orthogonal polynomial p j(X)
where n
Σ pj2(Xi) = cj (j = 0,1..,q) and
i=1
n
Σ pj(Xi)pk(Xi) = 0 (j <≠k)
i=1
for n variables of X
Solving these orthogonal polynomials and then transforming back to the original set of scores results in improving
the degree of polynomial that can be analyzed.
Ridge Regression Analysis
Simple and multiple regression analyses using the least-squares method for estimating the regression
coefficients assumes normally distributed, independent errors of the y scores corresponding to levels of the
independent (X) scores. Frequently, these assumptions do not hold or there is high colinearity among the
independent variables. In addition, the presence of "outliers" or extreme scores may often result in high distortion of
the regression coefficients and their standard errors. There have been a variety of methods designed to provide
alternative estimates of regression coefficients using criteria other than minimizing the squared differences of
156
observed and predicted dependent scores. For example, one can attempt to minimize the absolute deviations or
minimize the standard error of regression. One method which is finding increased use is termed "ridge regression".
In this method, the regression model (generalized ridge regression) is:
Y = Z' + e
where Y is the vector of n dependent scores, Z is a matrix Z = XP where
X is the n by m matrix of independent scores
and P is the m by m matrix of eigenvectors of the X'X matrix, and
' is the vector of coefficients estimated by
' = [Z'Z + K]-1Z'Y where
K is a diagonal matrix of ki values
with ki >= 0, i = 1..m
The generalized ridge regression method minimizes the sum of squared deviations of the estimated coefficients '
from the values ' = P'ß where ß is the vector of least-squares regression coefficients. The ridge regression analysis
solves for an optimal set of k values. Even when the determinant of the X'X matrix nears zero (the rank of the
matrix is less than the number of independent predictors), a set of coefficients will be obtained.
Binary Logistic Regression

(Contributed By John Pezzullo)
Background Info (just what is logistic regression, anyway?)
Ordinary regression deals with finding a function that relates a continuous outcome variable (dependent variable y)
to one or more predictors (independent variables x1, x2, etc.). Simple linear regression assumes a function of the
form:
y = c0 + c1 * x1 + c2 * x2 +...
and finds the values of c0, c1, c2, etc. (c0 is called the "intercept" or "constant term").
Logistic regression is a variation of ordinary regression, useful when the observed outcome is restricted to two
values, which usually represent the occurrence or non-occurrence of some outcome event, (usually coded as 1 or 0,
respectively). It produces a formula that predicts the probability of the occurrence as a function of the independent
variables.
Logistic regression fits a special s-shaped curve by taking the linear regression (above), which could produce any y-
value between minus infinity and plus infinity, and transforming it with the function:
p = Exp(y) / ( 1 + Exp(y) ) which produces p-values between 0 (as y approaches minus infinity) and 1 (as y
approaches plus infinity). This now becomes a special kind of non-linear regression, which this page performs.
Logistic regression also produces Odds Ratios (O.R.) associated with each predictor value. The odds of an event is
defined as the probability of the outcome event occurring divided by the probability of the event not occurring.
The odds ratio for a predictor tells the relative amount by which the odds of the outcome increase (O.R. greater than
1.0) or decrease (O.R. less than 1.0) when the value of the predictor value is increased by 1.0 units.
A standard iterative method is used to minimize the Log Likelihood Function (LLF), defined as the sum of the
logarithms of the predicted probabilities of occurrence for those cases where the event occurred and the logarithms
of the predicted probabilities of non-occurrence for those cases where the event did not occur.
Minimization is by Newton's method, with a very simple elimination algorithm to invert and solve the simultaneous
equations. Central-limit estimates of parameter standard errors are obtained from the diagonal terms of the inverse
matrix. Odds Ratios and their confidence limits are obtained by exponentiating the parameters and their lower and
upper confidence limits (approximated by +/- 1.96 standard errors).
157
No special convergence-acceleration techniques are used. For improved precision, the independent variables are
temporarily converted to "standard scores" ( value - Mean ) / StdDev. The Null Model is used as the starting guess
for the iterations -- all parameter coefficients are zero, and the intercept is the logarithm of the ratio of the number of
cases with y=1 to the number with y=0. Convergence is not guaranteed, but this page should work properly with
most practical problems that arise in real-world situations.
This implementation has no predefined limits for the number of independent variables or cases. The actual limits are
probably dependent on the user's available memory and other computer-specific restrictions.
When this analysis is selected from the menu, the form below is used to select the dependent and independent
variables. We are using the BinaryReg2.LAZ file for an example.
Fig. 5.9 Binary Logistic MR Dialog
Logistic Regression Adapted from John C. Pezzullo

Java program at http://members.aol.com/johnp71/logistic.html
Descriptive Statistics
5 cases have Y=0; 6 cases have Y=1.
Variable Label Average Std.Dev.
1 VAR.2 3.8091 2.3796
2 VAR.3 3.8727 1.9480
1 VAR.2 3.8091 2.3796
2 VAR.3 3.8727 1.9480
Converged
1 VAR.2 3.8091 2.3796
2 VAR.3 3.8727 1.9480
Converged
Overall Model Fit... Chi Square = 10.3070 with df = 2 and prob. = 0.0058
Coefficients and Standard Errors...

Variable Label Coeff. StdErr p
1 VAR.2 1.2452 1.5087 0.4092
2 VAR.3 2.2438 1.7746 0.2061
Overall Model Fit... Chi Square = 10.3070 with df = 2 and prob. = 0.0058
Coefficients and Standard Errors...

Variable Label Coeff. StdErr p
1 VAR.2 1.2452 1.5087 0.4092
158
2 VAR.3 2.2438 1.7746 0.2061

Intercept -11.9555
Odds Ratios and 95% Confidence Intervals...

Variable O.R. Low -- High
VAR.2 3.4735 0.1805 66.8282
VAR.3 9.4294 0.2910 305.5108
X X Y Prob
1.1000 2.0000 0 0.0022
3.2000 4.0000 0 0.7319
1.5000 1.6000 0 0.0015
2.9000 2.4000 0 0.0493
3.3000 1.9000 0 0.0270
4.2000 3.3000 1 0.6635
2.4000 4.1000 1 0.5579
1.5000 6.2000 1 0.9786
6.0000 4.0000 1 0.9889
6.8000 4.7000 1 0.9991
9.0000 8.4000 1 1.0000
Classification Table
Predicted
---------------
Observed 0 1 Total
---------------
0 | 4 | 1 | 5 |
1 | 0 | 6 | 6 |
---------------
Total | 4 | 7 | 11
---------------
Cox Proportional Hazards Survival Regression

(Contributed by John Pezzullo)
This program analyzes survival-time data by the method of Proportional Hazards regression (Cox). Given survival
times, final status (alive or dead) , and one or more covariates, it produces a baseline survival curve, covariate
coefficient estimates with their standard errors, risk ratios, 95% confidence intervals, and significance levels.
A patient asked his surgeon what the odds were of him surviving an impending operation. The doctor replied they
were 50/50 but he'd be all right because the first fifty had already died!!
Background Information (just what is Proportional Hazards Survival Regression,

anyway?)
Survival analysis takes the survival times of a group of subjects (usually with some kind of medical condition) and
generates a survival curve, which shows how many of the members remain alive over time. Survival time is usually
defined as the length of the interval between diagnosis and death, although other "start" events (such as surgery
instead of diagnosis), and other "end" events (such as recurrence instead of death) are sometimes used.
The major mathematical complication with survival analysis is that you usually do not have the luxury of waiting
until the very last subject has died of old age; you normally have to analyze the data while some subjects are still
alive. Also, some subjects may have moved away, and may be lost to follow-up. In both cases, the subjects were
known to have survived for some amount of time (up until the time you last saw them), but you don't know how
much longer they might ultimately have survived. Several methods have been developed for using this "at least this
long" information to preparing unbiased survival curve estimates, the most common being the Life Table method
and the method of Kaplan and Meier.
We often need to know whether survival is influenced by one or more factors, called "predictors" or "covariates",
which may be categorical (such as the kind of treatment a patient received) or continuous (such as the patient's age,
weight, or the dosage of a drug). For simple situations involving a single factor with just two values (such as drug vs
159
placebo), there are methods for comparing the survival curves for the two groups of subjects. But for more
complicated situations we need a special kind of regression that lets us assess the effect of each predictor on the
shape of the survival curve.
To understand the method of proportional hazards, first consider a "baseline" survival curve. This can be thought of
as the survival curve of a hypothetical "completely average" subject -- someone for whom each predictor variable is
equal to the average value of that variable for the entire set of subjects in the study. This baseline survival curve
doesn't have to have any particular formula representation; it can have any shape whatever, as long as it starts at 1.0
at time 0 and descends steadily with increasing survival time.
The baseline survival curve is then systematically "flexed" up or down by each of the predictor variables, while still
keeping its general shape. The proportional hazards method computes a coefficient for each predictor variable that
indicates the direction and degree of flexing that the predictor has on the survival curve. Zero means that a variable
has no effect on the curve -- it is not a predictor at all; a positive variable indicates that larger values of the variable
are associated with greater mortality. Knowing these coefficients, we could construct a "customized" survival curve
for any particular combination of predictor values. More importantly, the method provides a measure of the
sampling error associated with each predictor's coefficient. This lets us assess which variables' coefficients are
significantly different from zero; that is: which variables are significantly related to survival.
The log-likelihood function is minimized by Newton's method, with a very simple elimination algorithm to invert
and solve the simultaneous equations. Central-limit estimates of parameter standard errors are obtained from the
diagonal terms of the inverse matrix. 95% confidence intervals around the parameter estimates are obtained by a
normal approximation. Risk ratios (and their confidence limits) are computed as exponential functions of the
parameters (and their confidence limits). The baseline survival function is generated for each time point at which an
event (death) occurred.
No special convergence-acceleration techniques are used. For improved precision, the independent variables are
temporarily converted to "standard scores" ( value - Mean ) / StdDev. The Null Model (all parameters = 0 )is used as
the starting guess for the iterations. Convergence is not guaranteed, but this page should work properly with most
real-world data.
There are no predefined limits to the number of variables or cases this page can handle. The actual limits are
probably dependent on your computer's available memory.
The specification form for this analysis is shown below with variables entered for a sample file labeled
COXREGDATA.LAZ:
Fig. 5.10 Cox Proportional Hazzard Regression Dialog
Results for the above sample are as follows:
Cox Proportional Hazards Survival Regression Adapted from John C. Pezzullo

Java program at http://members.aol.com/johnp71/prophaz.html
160
1 VAR1 51.1818 10.9778
Converged
Overall Model Fit...

Chi Square = 7.3570 with d.f. 1 and probability = 0.0067
Coefficients, Std Errs, Signif, and Confidence Intervals
Var Coeff. StdErr p Lo95% Hi95%

VAR1 0.3770 0.2542 0.1379 -0.1211 0.8752
Risk Ratios and Confidence Intervals
Variable Risk Ratio Lo95% Hi95%

VAR1 1.4580 0.8859 2.3993
Baseline Survivor Function (at predictor means)...

2.0000 0.9979
7.0000 0.9820
9.0000 0.9525
10.0000 0.8310
Weighted Least-Squares Regression
For regressions with cross-section data (where the subscript "i" denotes a particular individual or firm at a point in
time), it is usually safe to assume the errors are uncorrelated, but often their variances are not constant across
individuals. This is known as the problem of heteroskedasticity (for "unequal scatter"); the usual assumption of
constant error variance is referred to as homoskedasticity. Although the mean of the dependent variable might be a
linear function of the regressors, the variance of the error terms might also depend on those same regressors, so that
the observations might "fan out" in a scatter diagram.
Approaches to Dealing with Heteroskedasticity
. For known heteroskedasticity (e.g., grouped data with known group sizes), use weighted least squares (WLS) to
obtain efficient unbiased estimates;
. Test for heteroskedasticity of a special form using a squared residual regression;
. Estimate the unknown heteroskedasticity parameters using this squared residual regression, then use the estimated
variances in the WLS formula to get efficient
estimates of regression coefficients (known as feasible WLS); or
. Stick with the (inefficient) least squares estimators, but get estimates of standard errors which are correct under
arbitrary heteroskedasticity.
In this procedure, the "residualization" method is used to obtain weights that will reduce the effect of
heteroskedastic values. The method consists of four stages:
Step 1. Perform an Ordinary Least Squares (OLS) regression and obtain the residuals and squared residuals where
the residual is the difference between the observed dependent variable and the predicted dependent variable value
for each case.
Step 2. Regress the values of the squared residuals on the independent variables using OLS. The F test for the
model is an indication of heteroskedasticity in the data.
161
Step 3. Obtain the reciprocal of the square root of the absolute squared residuals. These weights are then multiplied
times all of the variables of the regression model.
Step 4. Obtain the OLS regression of the weighted dependent variable on the weighted independent variables. One
can obtain the regression through the origin. If elected, each variable's values are converted to deviations from their
respective mean before the OLS analysis is performed.
As an alternative, the user may use weights he or she has derived. These should be similar to the reciprocal values
obtained in step 3 above. When these weights are used, they are multiplied times the values of each variable and
step 4 above is completed.
Shown below is the dialog box for the Weighted Least Squares Analysis and an analysis of the cansas.OS4 data file.
Fig. 5.11 Weighted Least Squares Regression Dialog
OLS REGRESSION RESULTS

B WEIGHTS with 20 valid cases.

-1.221 15.718 -0.453 1.947 0.728
Variables
-366.967
MEANS with 20 valid cases.

178.600 35.400 56.100 9.450 145.550
Variables
70.300
VARIANCES with 20 valid cases.

609.621 10.253 51.989 27.945 3914.576
162
Variables
2629.379
STD. DEV.S with 20 valid cases.

24.691 3.202 7.210 5.286 62.567
Variables
51.277
BETA WEIGHTS with 20 valid cases.

-0.588 0.982 -0.064 0.201 0.888
B STD.ERRORS with 20 valid cases.

0.704 6.246 1.236 2.243 0.205
Variables
183.214
B t-test VALUES with 20 valid cases.

-1.734 2.517 -0.366 0.868 3.546
Variables
-2.003
B t VALUE PROBABILITIES with 20 valid cases.

0.105 0.025 0.720 0.400 0.003
Variables
0.065
SSY = 49958.20, SSreg = 31793.74, SSres = 18164.46

R2 = 0.6364, F = 4.90, D.F. = 5 14, Prob>F = 0.0084
REGRESSION OF SQUARED RESIDUALS ON INDEPENDENT VARIABLES

Dependent variable: ResidSqr

-64.916 578.259 -50.564 124.826 16.375
Variables
163
-8694.402

178.600 35.400 56.100 9.450 145.550
Variables
908.196

609.621 10.253 51.989 27.945 3914.576
Variables
4354851.627

24.691 3.202 7.210 5.286 62.567
Variables
2086.828
Dependent variable: ResidSqr

-0.768 0.887 -0.175 0.316 0.491

36.077 320.075 63.367 114.955 10.515
Variables
9389.303

-1.799 1.807 -0.798 1.086 1.557
Variables
-0.926

0.094 0.092 0.438 0.296 0.142
Variables
0.370
SSY = 82742180.90, SSreg = 35036253.36, SSres = 47705927.54
164
R2 = 0.4234, F = 2.06, D.F. = 5 14, Prob>F = 0.1323

X versus Y Plot
X := ResidSqr, Y := weight from file:


ResidSqr 908.20 4354851.63 2086.83
weight 178.60 609.62 24.69
Correlation := -0.2973, Slope := -0.00, Intercept := 181.79
Standard Error of Estimate := 24.22
Number of good cases := 20
X versus Y Plot
X := ResidSqr, Y := waist from file:


ResidSqr 908.20 4354851.63 2086.83
waist 35.40 10.25 3.20
X versus Y Plot
X := ResidSqr, Y := pulse from file:


ResidSqr 908.20 4354851.63 2086.83
pulse 56.10 51.99 7.21
X versus Y Plot
X := ResidSqr, Y := chins from file:


ResidSqr 908.20 4354851.63 2086.83
chins 9.45 27.94 5.29
Correlation := 0.4408, Slope := 0.00, Intercept := 8.44
X versus Y Plot
X := ResidSqr, Y := situps from file:


ResidSqr 908.20 4354851.63 2086.83
situps 145.55 3914.58 62.57
Correlation := 0.4775, Slope := 0.01, Intercept := 132.55
165
Fig. 5.12 Plot of Ordinary Least Squares Regression
Fig. 5.13 Plot of Weighted Least Squares Regression
2-Stage Least-Squares Regression
Two Stage Least Squares regression may be used in the situation where the errors of independent and
dependent variables are known (or likely) to be correlated. For example, the market price of a commodity and the
demand for that commodity are non-recursive, that is, demand affects price and price affects demand. Prediction
variables are "explanatory" variables to explain variability of the dependent variable. However, there may be other
"instrumental" variables that predict one or more of these explanatory variables in which the errors are not
correlated. If we first predict the explanatory variables with these instrumental variables and use the predicted
values, we reduce the correlation of the errors with the dependent variable.
In this procedure, the user first selects the dependent variable of the study. Next, the explanatory variables
(predictors) are entered. Finally, the instrumental variables AND the explanatory variables affected by these
instrumental variables are entered into the instrumental variables list.
The two stages of this procedure are performed as follows:
166
Stage 1. The instrumental variables are identified as those in the instrumental list that are not in the explanatory list.
The explanatory variables that are listed in both the explanatory and the instrumental lists are those for which
predictions are to be obtained. These predicted scores are referred to as "proxy" scores. The predictions are
obtained by regressing each explanatory variable listed in both lists with all of the remaining explanatory variables
and instrumental variables. The predicted scores are obtained and stored in the data grid with a "P_" appended to
the beginning of the original predictor name.
Stage 2. Once the predicted values are obtained, an OLS regression is performed with the dependent variable
regressed on the proxy variables and the other explanatory variables not predicted in the previous stage.
In the following example, the cansas.LAZ file is analyzed. The dependent variable is the height of individual jumps.
The explanatory (predictor) variables are pulse rate, no. of chinups and no. of situps the individual completes. These
explanatory variables are thought to be related to the instrumental variables of weight and waist size. In the dialog
box for the analysis, the option has been selected to show the regression for each of the explanatory variables that
produces the predicted variables to be used in the final analysis. Results are shown below:
Fig. 5.14 Two Stage Least Squares Regression Dialog
FILE: C:\lazarus\Projects\LazStats\LazStatsData\cansas.LAZ
Dependent := jumps
Explanatory Variables:
pulse
chins
situps
Instrumental Variables:
weight
waist
pulse
chins
situps
Proxy Variables:
P_pulse
P_chins
P_situps
Analysis for P_pulse

Dependent: pulse
Independent:
167
weight
waist
chins
situps
Dependent variable: pulse
Variables weight waist chins situps

-0.069 -0.325 -0.084 0.007 79.673

178.600 35.400 9.450 145.550 56.100

609.621 10.253 27.945 3914.576 51.989

24.691 3.202 5.286 62.567 7.210
Dependent variable: pulse

-0.235 -0.144 -0.062 0.059

0.146 1.301 0.468 0.043 32.257

-0.471 -0.249 -0.179 0.158 2.470

0.644 0.806 0.860 0.876 0.026
SSY = 987.80, SSreg = 139.18, SSres = 848.62

R2 = 0.1409, F = 0.62, D.F. = 4 15, Prob>F = 0.6584
Analysis for P_chins
Dependent: chins
Independent:
weight
waist
pulse
situps
Dependent variable: chins
Variables weight waist pulse situps

0.045 -0.638 -0.026 0.047 18.641

178.600 35.400 56.100 145.550 9.450
168

609.621 10.253 51.989 3914.576 27.945

24.691 3.202 7.210 62.567 5.286
Dependent variable: chins

0.208 -0.386 -0.035 0.557

0.080 0.700 0.142 0.020 20.533

0.556 -0.911 -0.179 2.323 0.908

0.586 0.377 0.860 0.035 0.378
SSY = 530.95, SSreg = 273.09, SSres = 257.86

R2 = 0.5143, F = 3.97, D.F. = 4 15, Prob>F = 0.0216
Analysis for P_situps

Dependent: situps
Independent:
weight
waist
pulse
chins
Dependent variable: situps
Variables weight waist pulse chins

0.284 -9.200 0.246 5.624 353.506

178.600 35.400 56.100 9.450 145.550

609.621 10.253 51.989 27.945 3914.576

24.691 3.202 7.210 5.286 62.567
Dependent variable: situps

169

0.112 -0.471 0.028 0.475

0.883 7.492 1.555 2.421 211.726

0.322 -1.228 0.158 2.323 1.670

0.752 0.238 0.876 0.035 0.116
SSY = 74376.95, SSreg = 43556.05, SSres = 30820.90
R2 = 0.5856, F = 5.30, D.F. = 4 15, Prob>F = 0.0073
Variables P_pulse P_chins P_situps chins

-3.794 11.381 -0.192 203.516

56.100 9.450 145.550 70.300

7.325 14.373 2292.424 2629.379

2.706 3.791 47.879 51.277
Variables P_pulse P_chins P_situps

-0.200 0.841 -0.179

5.460 5.249 0.431 277.262

-0.695 2.168 -0.445 0.734

0.497 0.046 0.662 0.474
SSY = 49958.20, SSreg = 17431.81, SSres = 32526.39
R2 = 0.3489, F = 2.86, D.F. = 3 16, Prob>F = 0.0698
170
Non-Linear Regression as Implemented in LazStats

(Contributed From John Pezzullo's Non-Linear Regression page. http://members.aol.com/johnp71/nonlin.html )
Background Info (just what is nonlinear curve-fitting, anyway?):
Simple linear curve fitting deals with functions that are linear in the parameters, even though they may be nonlinear
in the variables. For example, a parabola y=a+b*x+c*x*x is a nonlinear function of x (because of the x-squared
term), but fitting a parabola to a set of data is a relatively simple linear curve-fitting problem because the parameters
enter into the formula as simple multipliers of terms that are added together. Another example of a linear curve-
fitting problem is y= a+b*Log(x)+c/x; the terms involve nonlinear functions of the independent variable x, but the
parameters enter into the formula in a simple, linear way.
Unfortunately, many functions that arise in real world situations are nonlinear in the parameters, like the curve for
exponential decay y=a*Exp(-b*x), where b is "wrapped up" inside the exponential function. Some nonlinear
functions can be linearized by transforming the independent and/or dependent variables. The exponential decay
curve, for example, can be linearized by taking logarithms: Log(y)=a'-b*x . The a' parameter in this new equation is
the logarithm of a in the original equation,so once a' has been determined by a simple linear curve-fit, we can just
take its antilog to get a.
But we often encounter functions that cannot be linearized by any such tricks, a simple example being exponential
decay that levels off to some unknown value: y=a*Exp(-b*x)+c. Applying a logarithmic transformation in this case
produces Log(y-c)=a'-b*x. This linearizes b, but now c appears inside the logarithm; either way, we're stuck with an
intrinsically nonlinear parameter estimation problem, which is considerably more difficult than linear curve-fitting.
That's the situation this web page was designed to handle.
For a more in-depth treatment of this topic, check out Dr. Harvey Motulsky's new web site: Curvefit.com -- a
complete guide to nonlinear regression. Most of the information here is excerpted from Analyzing Data with
GraphPad Prism, a book that accompanies the program GraphPad Prism. You can download this book as a pdf file.
Techie-stuff (for those who might be interested):
This procedure involves expanding the function to be fitted in a Taylor series around current estimates of the
parameters, retaining first-order (linear) terms, and solving the resulting linear system for incremental changes to the
parameters. The program computes finite-difference approximations to the required partial derivatives, then uses a
simple elimination algorithm to invert and solve the simultaneous equations. Central-limit estimates of parameter
standard errors are obtained from the diagonal terms of the inverse of the normal equations matrix. The covariance
matrix is computed by multiplying each term of the inverse normal matrix by the weighted error-variance. It is used
to estimate parameter error correlations and to compute confidence bands around the fitted curve. These show the
uncertainty in the fitted curve arising from sampling errors in the estimated parameters, and do not include the
effects of errors in the independent and dependent variables. The page also computes a generalized correlation
coefficient, defined as the square root of the fraction of total y variance explainable by the fitted function.
Unequal weighting is accomplished by specifying the standard error associated with the y variable. Constant errors,
proportional errors, or Poisson (square root) errors can be specified by a menu, and don't have to be entered with the
data. Standard errors can also be entered along with the x and y variables. Finally, replicate y measurements can be
entered; the program will compute the average and standard error of the mean.
Also available are a number of simple variable transformations (log, reciprocal, square root), which might simplify
the function to be fitted and improve the convergence, stability and precision of the iterative algorithm. If a
transformation is applied to the y variable, the program will adjust the weights appropriately.
The page also fits least-absolute-value curves by applying an iterative reweighting scheme by which each point is
given a standard error equal to the distance of that point from the fitted curve. An option allows differential
weighting of above-curve points vs. below-curve points to achieve a specified split of points above and below the
curve (a percentile curve fit).
171
No special goal-seeking methods, precision-preserving techniques (such as pivoting), convergence-acceleration, or

iteration-stabilizing techniques (other than a simple, user-specified fractional adjustment), are used. This method
may not succeed with extremely ill-conditioned systems, but it should work with most practical problems that arise
in real-world situations.
As an example, I have created a "parabola" function data set labeled parabola.TEX. To generate this file I used the
equation y = a + b * x + c * x * x. I let a = 0, b = 5 and c = 2 for the parameters and used a sequence of x values for
the independent variables in the data file that was generated. To test the non-linear fit program, I initiated the
procedure and entered the values shown below:
Fig. 5.15 Non Linear Regression Dialog
You can see that y is the dependent variable and x is the independent variable. Values of 1 have been entered for the
initial estimates of a, b and c. The equation model was selected by clicking the parabola model from the drop-down
models box. I could have entered the same equation by clicking on the equation box and typing the equation into
that box or clicking parameters, math functions and variables from the drop-down boxes on the right side of the
form. Notice that I selected to plot the x versus y values and also the predicted versus observed y values. I also
chose to save the predicted scores and residuals (y - predicted y.)
The printed output shown below gives the model selected followed by the individual data points observed, their
predicted scores, the residual, the standard error of estimate of the predicted score and the 95% confidence interval
of the predicted score. These are followed by the obtained correlation coefficient and its square, root mean square of
the y scores, the parameter estimates with their confidence limits and t probability for testing the significance of
difference from zero.
y = a + b * x1 + c * x1 * x1
x4 y yc y-yc SEest YcLo YcHi
0.39800 2.31000 2.30863 0.00137 0.00161 2.30582 2.31143
-1.19700 -3.13000 -3.12160 -0.00840 0.00251 -3.12597 -3.11723
-0.48600 -1.95000 -1.95878 0.00878 0.00195 -1.96218 -1.95538
-1.90800 -2.26000 -2.26113 0.00113 0.00522 -2.27020 -2.25205
-0.84100 -2.79000 -2.79228 0.00228 0.00206 -2.79586 -2.78871
-0.30100 -1.32000 -1.32450 0.00450 0.00192 -1.32784 -1.32115
172
0.69600 4.44000 4.45208 -0.01208 0.00168 4.44917 4.45500

1.11600 8.08000 8.07654 0.00346 0.00264 8.07195 8.08112
0.47900 2.86000 2.85607 0.00393 0.00159 2.85330 2.85884
1.09900 7.92000 7.91612 0.00388 0.00258 7.91164 7.92061
-0.94400 -2.94000 -2.93971 -0.00029 0.00214 -2.94343 -2.93600
-0.21800 -0.99000 -0.99541 0.00541 0.00190 -0.99872 -0.99211
0.81000 5.37000 5.36605 0.00395 0.00183 5.36288 5.36923
-0.06200 -0.31000 -0.30228 -0.00772 0.00185 -0.30549 -0.29907
0.67200 4.26000 4.26629 -0.00629 0.00165 4.26342 4.26917
-0.01900 -0.10000 -0.09410 -0.00590 0.00183 -0.09728 -0.09093
0.00100 0.01000 0.00525 0.00475 0.00182 0.00209 0.00841
0.01600 0.08000 0.08081 -0.00081 0.00181 0.07766 0.08396
1.19900 8.88000 8.87635 0.00365 0.00295 8.87122 8.88148
0.98000 6.82000 6.82561 -0.00561 0.00221 6.82177 6.82945
Corr. Coeff. = 1.00000 R2 = 1.00000

RMS Error = 5.99831, d.f. = 17 SSq = 611.65460
Parameter Estimates ...

p1= 0.00024 +/- 0.00182 p= 0.89626
p2= 5.00349 +/- 0.00171 p= 0.00000
p3= 2.00120 +/- 0.00170 p= 0.00000
Covariance Matrix Terms and Error-Correlations...

B(1,1)= 0.00000; r= 1.00000
B(1,2)=B(2,1)= -0.00000; r= -0.28318
B(1,3)=B(3,1)= -0.00000; r= -0.67166
B(2,2)= 0.00000; r= 1.00000
B(2,3)=B(3,2)= 0.00000; r= 0.32845
B(3,3)= 0.00000; r= 1.00000
X versus Y Plot
X = Y, Y = Y' from file: C:\Documents and Settings\Owner\My

Documents\Projects\CLanguage\data\parabola.LAZ

Y 1.76 16.29 4.04
Y' 1.76 16.29 4.04
Correlation = 1.0000, Slope = 1.00, Intercept = 0.00
173
Chapter 6. Analysis of Variance
Theory of Analysis of Variance
While the “Student” t-test provides a powerful method for comparing sample means for testing differences
between population means, when more than two groups are to be compared, the probability of finding at least one
comparison significant by chance sampling error becomes greater than the alpha level (rate of Type I error) set by
the investigator. Another method, the method of Analysis of Variance, provides a means of testing differences
among more than two groups yet retain the overall probability level of alpha selected by the researcher. Your
LazStats4 package contains a variety of analysis of variance procedures to handle various research designs
encountered in evaluation research. These various research designs require different assumptions by the researcher
in order for the statistical tests to be justified. Fundamental to nearly all research designs is the assumption that
random sampling errors produce normally distributed score distributions and that experimental effects result in
changes to the mean, not the variance or shape of score distributions. A second common assumption to most
designs using ANOVA is that the sub-populations sampled have equal score variances - this is the assumption of
homogeneity of variance. A third common assumption is that the populations sampled have been randomly sampled
and are very large (infinite) in size. A fourth assumption of some research designs where individual subjects or
units of observation are repeatedly measured is that the correlation among these repeated measures is the same for
populations sampled - this is called the assumption of homogeneity of covariance.
When we say we are "analyzing" variance we are essentially talking about explaining the variability of our
values around the grand mean of all values. This "Total Sum of Squares" is just the numerator of our formula for
variance. When the values have been grouped, for example into experimental and control groups, then each group
also has a group mean. We can also calculate the variance of the scores within each of these groups. The variability
of these group means around the grand mean of all values is one source of variability. The variability of the scores
within the groups is another source of variability. The ratio of the variability of group means to the variability of
within-group values is an indicator of how much our total variance is due to differences among our groups.
Symbolically, we have "partioned" our total variability into two parts: variability among the groups and variability
within the groups. We sometimes write this as
SST = SSB + SSW (6.1)
That is, the total sum of squares equals the sum of squares between groups plus the sum of squares within groups.
The sums of squares are the numerators of variance estimates. The ratio of the SSB to the SSW forms our F test
statistic. Later we will examine how we might also analyze the variability of scores using a linear equation.
The Completely Randomized Design
Introduction
Educational research often involves the hypothesis that means of scores obtained in two or more groups of
subjects do not differ beyond that which might be expected due to random sampling variation. The scores obtained
on the subjects are usually some measure representing relative amounts of some attribute on a dependent variable.
The groups may represent different "treatment" levels to which subjects have been randomly assigned or they may
represent random samples from some sub-populations of subjects that differ on some other attribute of interest. This
treatment or attribute is usually denoted as the independent variable.
A Graphic Representation
To assist in understanding the research design that examines the effects of one independent variable (Factor
A) on a dependent variable, the following representation is utilized:
____________________________________________________
TREATMENT GROUP
1 2 3 4 5
____________________________________________________
174
Y11 Y12 Y13 Y14 Y15

Y21 Y22 Y23 Y24 Y25
. . . . .
. . . . .
Yn1 Yn2 Yn3 Yn4 Yn5
____________________________________________________
In the above Fig., each Y score represents the value of the dependent variable obtained for subjects 1, 2,...,n
in groups 1, 2, 3, 4, and 5.
Null Hypothesis of the Design
When the researcher utilizes the above design in his or her study, the typical null hypothesis may be stated
verbally as "the population means of all groups are equal". Symbolically, this is also written as
H0: μ1 = μ2 = ... = μk (6.2)
where k is the number of treatment levels or groups.
Summary of Data Analysis
The completely randomized design (or one-way analysis of variance design) depicted above requires the
researcher to collect the dependent variable scores for each of the subjects in the k groups. These data are then
typically analyzed by use of a computer program and summarized in a summary table similar to that below:
____________________________________________________________
SOURCE DF SS MS F
____________________________________________________________
k _ _ 2
Groups k-1 Σ nj(Yj - Y) SS / k MSg
j=1 ---
MSe
k nj _ 2
Error N-k Σ Σ (Yij - Yj) SS / (N-k)
j=1 i=1
k nj _ 2
Total ΣN-1Σ (Yij - Y)
j=1 i=1
____________________________________________________________
where Yij is the score for subject i in group j,

_
Yj is the mean of scores in group j,
_
Y is the overall mean of scores for all subjects,
nj is the number of subjects in group j, and
N is the total number of subjects across all groups.

175
Model and Assumptions
Use of the above research design assumes the following:
1. Variance of scores in the populations represented by groups 1,2,...,k are equal.
2. Error scores (which are the source of variability within the groups) are normally distributed.
3. Subjects are randomly assigned to treatment groups or randomly selected from sub-populations represented by
the groups.
The model employed in the above design is
Yij = μ + μ j + eij (6.3)
where μ is the population mean of all scores, μ j is the effect of being in group j, and eij is the residual
(error) for subject i in group j. In this model, it is assumed that the sum of the treatment effects ( α j) equals zero.
Fixed and Random Effects
In the previous section we introduced the analysis of variance for a single independent variable. In our
discussion we indicated that treatment levels were usually established by the researcher. Those levels of treatment
often are selected to represent specific intervals of a measurement on the independent variable, for example, amount
of study time, level of drug dosage, time spent on a task, etc. The independent variable in many one-way analyses
of variance may also represent classifications of objects or subjects such as political party, gender, grade level, or
country of origin. We suggest more caution in interpretation of outcomes using classification variables since, in
these cases, random assignment of subjects from a single population is usually impossible.
There is another situation for analysis of variance. That situation is where the researcher randomly selects
levels of the independent variable (or works with objects that have random levels of an independent variable). For
example, a researcher may wish to examine the effect of "amount of TV viewing" on student achievement. A
random sample of students from a population might be drawn and those subjects tested. The subjects would also be
asked to report the number of hours on the average that they watch TV during a week's time. If the analysis of
variance is used, the variable "TV time" would be a random variable - the investigator has not assigned hour levels.
If the experiment is repeated, the next sample of subjects would most likely represent different levels of TV time,
thus the levels randomly fluctuate from sample to sample. For the one-way analysis of variance with the random
effects model, the parameters estimated are the same as in the fixed effects model. For the one-way analysis of
variance then, the analysis for the random-effects model is exactly the same as for the fixed-effects model (this will
NOT be true for two-way and other higher level designs). An additional assumption of the random effects model is
that the treatment effects (α) are normally distributed with mean 0 and variance σ e2. You may recognize that, if
both dependent and independent variables are normally distributed and continuous, that the product-moment
correlation may be an alternative method of analyzing data of the random-effects model.
Analysis of Variance - The Two-way, Fixed-Effects Design
A researcher may be interested in examining the effects of two (or more) independent variables on a given
dependent variable at the same time. For example, a teacher may be interested in comparing the effects of three
types of instruction, e.g. teacher lecture, small group discussion, and self instruction, on student achievement under
two other conditions, e.g. students given a pretest and students not given a pretest. There is a possibility that both of
176
these variables contribute to differences in student achievement. In addition, there is the possibility that method of
instruction "interacts with" pre-testing conditions. For example, it might be suspected that use of a pretest with
teacher lecture method is better than no pretest with teacher lecture but that such a difference would not be observed
for the other two methods of instruction. The multi-factor ANOVA designs have the advantage of being able to
examine not only the "main" effects of variables hypothesized to affect the dependent variable but also to be able to
examine the interaction effects of those variables on the dependent variable.
The data may be conveniently depicted as a rectangle with the levels of one variable on the horizontal axis
and the levels of the second variable on the vertical axis. The intersection of each row and column level is a
treatment "cell" consisting of njk subjects receiving that combination of treatments. The table below gives the
symbolic representation of scores in the two-way design:
METHOD OF INSTRUCTION
Lecture Group Self
---------------------------
X111=5 X112=9 X113= 5
Pretest
X211=6 X212=7 X213=12
X311=4 X312=6 X313= 8

Pretest Condition ---------------------------
X121=10 X122=6 X123= 4
No
Pretest X221=12 X222=8 X223= 8
X321= 8 X322=9 X323= 5

----------------------------
Using the above data it is possible to consider three seperate one-way ANOVA analyses:
1. An ANOVA of the three methods of instruction,
2. An ANOVA of the two pretesting conditions, and
3. An ANOVA of the 6 cells (treatment combinations).
The two-way ANOVA procedure yields all three in one analysis and provides greater sensitivity for each
since the denominator of the F statistic will have the effects of the other two sources of variance already removed.
The Summary table for the two-way ANOVA contains:
------------------------------------------------------------------------------------------------------------------------
Source D.F. Sum of Squares F Parameters
Estimated
------------------------------------------------------------------------------------------------------------------------
Rows R-1 R _ _ 2 2 2
Σnj.(X.j.-X... ) MSR/MS e σe +σα
j=1
Columns C-1 C _ _ 2 2 2
Σ n.k(X..k-X...) MSC/MSß σe + σβ
k=1
Row x Col (R-1)(C-1) R C_ _ _ _ 2 2 2

Σ Σ(X.jk-X.j.-X..k+X...) σe + σαβ
j=1k=1
177
MSRC/MSe
Error R C
Σ Σ(njk-1) R C njk _ 2 2
j=1k=1 Σ Σ Σ (Xijk-X.jk) σ
j=1 k=1i=1
Total N-1 R C njk _ 2

Σ Σ Σ (Xijk-X...)
j=1 k=1i=1
----------------------------------------------------------------------------------------------------------------------------- -
where Xijk is the score for individual i in Row j and column k,

_
X.j. is the mean of row j,
_
X..k is the mean of column k,
_
X.jk is the mean of the cell for row j and column k,
_
X... is the overall (grand) mean.
As before, computational formulas may be developed from the defining formulas obtained from
partitioning the total sum of squared deviations about the grand mean:
R C njk 2
SST = Σ Σ Σ Xijk - T.../N (6.4)
j=1k=1i=1
R 2 2
SSR = Σ T.j./nj. - T.../N (6.5)
j=1
C 2 2
SSC = Σ T..k/n.k - T.../N (6.6)
k=1
R C 2 2
SSRC = Σ Σ T.jk/njk - SSR - SSC - T.../N (6.7)
j=1k=1
R C njk 2 R C 2
Σ Σ Σ Xijk - Σ Σ T.jk / njk (6.8)
j=1k=1i=1 j=1k=1
where T... is the total of all scores,
178
T.jk is the total of the scores in a cell defined by the j row and k column,
T.j. is the total of the scores in the jth row,
T..k is the total of the scores in the kth column,
N is the total number of scores,
nj. is the number of scores in the jth row,
n.k is the number of scores in the kth column,
njk is the number of scores in the cell of the jth row and kth column.
In completing a two-way ANOVA, the researcher should attempt to have the same number of subjects in
each group. If the ratio of any two columns is the same accross rows then the cell sizes are proportional and the
analysis is still legitimate. If cell sizes are neither equal nor proportional, then the total sum of squares does not
equal the sum of squares for rows, columns, interaction and error and the F tests do not represent independent tests
of significance.
Stating the Hypotheses
The individual score of a subject (Xijk) may be considered to be the linear composite of the effect of the
row level (αj), the effect of the column (βk), the interaction effect of row and column combined (αβ jk), the overall
mean and random error, that is
Xijk = μ + αj + βk + αβjk + eijk (6.9)
The null hypotheses for the main effects therefore may be stated either as
Ho: μ1. = μ2. = ... = μj. = ... μR. for all rows, (6.10)
or Ho: α1 ... = αj = ... αR for all rows, and (6.11)
Ho: μ.1 = ... = μ.k = ... = μ.C for all columns, (6.12)
or Ho: ß1 = ... = ßk = ... = ßC for all columns, and (6.13)
Ho: (μjk-μj.-μ.k+μ..) for all row and column combinations, (6.14)
or Ho: αß11 = ... = αßjk = ... = αßRC for interactions. (6.15)
R C RC
Again, we note that Σ αj. = 0, Σ ß.k = 0 and Σ Σαßjk = 0. (6.16)
j=1 k=1 j=1k=1
179
Interpreting Interactions
One may examine the means of cells in a two-way ANOVA using a plot such as illustrated in the Fig.
below for our example of the teacher's research:
Plot of Cell Means

Achievement Score
12
11
10 o
9
8 o x
7 x
6 o
5 x
4
3
----------------------------------------------------------
Lecture Group Self Instruction
x = Pretest, o = No Pretest
If lines are used to connect the o group means and lines are used to connect the x group means, one can see
that the lines "cross".
If the lines for the pretest and no pretest levels are parallel across levels of the other factor, no interaction
exists. When lines actually cross in the plot, this is called ordinal interaction. If the lines would cross if projected
beyond current treatment levels, this is called disordinal interaction. In either case, the implication of interaction is
that a particular combination of both treatments effects the dependent variable beyond the main effects alone. For
example, if the interaction above is judged significant, then we cannot say that method 1 is better than method 3 of
teaching without also specifying whether or not a pretest were used!
Note in the above interaction plot that the average of the three teaching method means are about the same
for both pretest and no pretest conditions. This would indicate no main effect for the column variable pretest-no
pretest. Similarly, the two means for each teaching method average about the same for each teaching method. This
would indicate little effect of the variable teaching method (row). Your plot can graphically present effects due to
the main variables as well as there interaction!
Random Effects Models
The two-way ANOVA design discussed to this point has assumed both factors contain fixed levels of
treatment such that if the experiment was repeated numerous times, the levels would always be the same. If one or
both of the factors represent random variables, that is, variables which would contain random levels upon
replications of the experiment, then the expected values of the MS rows, MScolumns, and MSinteraction differ
from that of the fixed-effects model. Presented below is a summary of the expected values for the two-way design
when both variables are fixed, one variable random, and both variables random.
Both Row and Column Variables Fixed
Source Expected MS Calculated F-Ratio

---------------------------------------------------------------------------------------------------------------------
180
Row σ2e + nj.σ2α MSR / MSe
Column σ2e + n.k σ2β MSC / MSe
Interaction σ2e + njkσ2αβ MSRC / MSe
Error σ2e
------------------------------------------------------------------------------------------------- -----------------------
Rows Fixed, Columns Random

------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------
Row σ2e + n..σ2αβ + nj σ2 MSR / MSRC

α
Column σ2e + n.k σ2β MSC / MSe
Interaction σ2e + n..σαβ MSRC / MSe
Error σ2e
----------------------------------------------------------------------------------------------------------------------
Row Random, Column Random

----------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------
2 2
Row σ2e + n..σ αβ + n.jσ α MSR / MSRC
2 2
Column σ2e + n..σ αβ + nk.σ β MSC / MSRC
2
Interaction σ2e + n..σ αβ MSRC / MSe
Error σ2e
---------------------------------------------------------------------------------------------------------------------
One Between, One Repeated Design
Introduction
A common research design in education involves repeated measurements of several groups of subjects. For
example, a pre- and post test administered to students in experimental and control courses may be considered a
mixed design with one between subjects factor and one within subjects (repeated measures) factor. We might
hypothesize that the means of the pretest equals the posttest, hypothesize that the experimental and control group
means are equal and hypothesize that the change from pretest to post-test is the same for the two groups. Tests for
these hypotheses use the F statistic.
As another example, suppose we are interested in the teacher evaluations given by three groups of
administrators before and after three different teacher-evaluation training programs. All administrators are provided
181
identical information on a sample of teachers including level and content of courses taught, school characteristics,
community and student characteristics, and teacher characteristics such as degree, years experience, professional
memberships, etc. plus a videotape of teaching excerpts. Each subject reviews all information and makes teacher
ratings. The subjects are then randomly assigned to the three treatments: (1) a program on teacher evaluation which
stresses the motivational aspects, (b) a program which stresses the teacher improvement aspect and (c) a program
which stresses the reward aspect. Following these programs, each subject again evaluates the same or parallel
teachers. The hypotheses tested would be that the mean teacher evaluations of each experimental group are equal,
the mean evaluations prior to programs equal mean evaluations following the programs, and the change in mean
teacher evaluations from pre to post program time are equal.
The Research Design
The Fig. below presents the schema for the mixed between and within factors design. Note that the
different subjects in each "A" treatment group are repeatedly measured under each of the "B" treatment conditions.
Our sample size is n subjects in each of M groups and the number of treatments is L.
The main hypotheses to be tested are
H0: μ1. = μ2. = ... = μM. (all A levels are equal).

H0: μ.1 = μ.2 = ... = μ.L (all B levels are equal).
H0: μ11 = μjk = ... = μML (all AB cells are equal).
182
___________________________________________
B FACTOR TREATMENT LEVEL
________________________________________________
1 2 3 4 .......... L Mean
________________________________________________
_
A X111 X112 X113 X114 ....... X11L X11.
_
F X211 X212 X213 X214........ X21L X21.
A
C . . . . . _
T . . . . . X.1.
O
R _
Xi11 Xi12 Xi13 Xi14........ Xi1L Xi1.
G
R . . . . . .
O . . . . . .
U _
P Xn11 Xn12 Xn13
Xn14........ Xn1L Xn1.
________________________________________________
1 _ _ _ _ _ _
Mean X.11 X.12 X.13 X.14........ X.1L X.1.
__________________________________________________________
_
X121 X122 X123 X124........ X12L X12.
_
X221 X222 X223 X224........ X22L X22.
G . . . . . _
R . . . . . X.2.
O
U _
P Xi21 Xi22 Xi23 Xi24........ Xi2L Xi2.
2 . . . . . .
. . . . . .
_
Xn21 Xn22 Xn23
Xn24........ Xn2L Xn2.
________________________________________________
_ _ _ _ _ _
Mean X.21 X.22 X.23 X.24........ X.2L X.2.
__________________________________________________________
_ _ _ _ _ _
Col. Means X..1 X..2 X..3 X..4........ X..L X...
Theoretical Model
183
The theoretical model for a subject i's score X from group j in Factor A on treatment k from factor B may
be written
+ ei(jk) (6.17)
Xijk = μ + α j + ßk + π i(j) + ßjk + ß πki(j)
where μ is the population mean of the scores,
αj is the effect of treatment j in Factor A,
ßk is the effect of treatment k in Factor B,
πi is the effect of person i,
αßjk is the interaction of Factor A treatment j and treatment level k in Factor B,
ßπ ki(j) is the interaction of subject i and B treatment k in the jth treatment group of A,
and ei(jk) is the error for person i in treatment j of Factor A and treatment k of Factor B.
In an experiment, we are usually interested in estimating the effect size of each treatment in each factor.
We may also be interested in knowing whether or not there are significant differences among the subjects, and
whether or not different subjects react differently to various treatments.
Assumptions
As in most ANOVA designs, we make a number of assumptions. For the mixed factors design these are:
1. The sum of treatment effects (αj) is equal to zero,

2. The sum of treatment effects (ßk) is equal to zero,
3. The sum of person effects (πi(j)) is equal to zero,
4. The sum of αßjk interaction effects is equal to zero,
5. The sum of ßαki(j) interaction effects is equal to zero,
6. The sum of treatment x person interaction effects
within levels of A ( ßπki(j) ) is zero,
7. The errors (ei(jk)) are normally distributed with mean zero,
8. The variance of errors in each A treatment (αj) are equal,
9. The variance of errors in each B treatment (β k) are equal,
10. The covariances among the treatments (COV pq(j) p<>q p,q=1..L)
within j levels of A are all equal.
The last assumption, equal covariances, means that if we were to transform scores within treatments to z
scores, the correlations among the scores between any two treatments would all be equal in the population. You will
also note that the denominator of the F ratios for testing differences among A treatment means is the pooled variance
among subject means within groups as in a one-way ANOVA and the denominator of the F statistic for the Factors
of B (the repeated measures) and the AxB interaction F statistic is the variance due to the pooled treatment by
subjects interaction found in the Treatments by Subjects design.
Summary Table
The AxS ANOVA Summary table is often presented as follows:

____________________________________________________________________________
SOURCE D.F. SS MS F
____________________________________________________________________________
M n 2
Between Mn-1 Σ Σ L(Xij.-X...)
Subjects j=1 i=1
184
____________________________________________________________________________
M_ _ 2
A M-1 nLΣ(X.j.-X...) SSA/(M-1) MSA/MSSwG
j=1
M n _ _ 2
Subjects M(n-1) Σ Σ L(Xij.-X.j.) SSSwG/[M(n-1)]
within Groups j=1 i=1
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ________________________ __ _ _ _ _
M L n _ 2
Within Mn(L-1) Σ Σ Σ (Xijk-X.jk)
Subjects j=1 k=1 i=1
____________________________________________________________________________
L _ _ 2
B L-1 nMΣ (X..k-X...) SSB/(L-1) MSB/MSBxSwG
k=1
M L_ _ _ _ 2
AxB (M-1)(L-1) nΣ Σ(X.jk-X..k-X.j.+X...) SSAxS/[(M-1)(L-1)]
j=1 k=1
M
BxS M(n-1(L-1) ΣSSBS(j) SSBxSwG/[M(n-1)(L-1)]
within Groups j=1
_____________________________________________________________________________
M L n _ 2
Total nML-1 Σ Σ Σ (Xijk - X..)
j=1 k=1 i=1
_____________________________________________________________________________
Population Parameters Estimated
The population mean of all scores (μ) is estimated by the overall mean. The mean squares provide
estimates as follows:
MSA estimates σe2 + Mσπ2 + Mnσα2

MSSwG estimates σe2 + Mσπ2
MSB estimates σe2 + σβπ2 + Mnσ2β
MSAB estimates σe2 + σβπ2 + nσ2αβ
MSBxSwG estimates σe2 + σβπ2
185
Two Factor Repeated Measures Analysis
Repeated measures designs have the advantage that the error terms are typically smaller that designs using
independent groups of observations. This was true for the Student t-test using matched or correlated scores. On the
down-side, repeated measures on the same objects pose a special problem, particularly when the objects are human
subjects. The main problem is "practice" or "learning" effects that may be greater for one treatment level than
another. These effects are completely confounded with the actual treatment effects. While random or counter-
balanced assignment of the treatments may reduce the cumulative effects to some degree, it does not remove the
effects specific to a given treatment. It is also assumed that the covariance matrices are equal among the treatment
levels. Users of these designs with human subjects should be careful to minimize the practice effects. This can
sometimes be done by having subjects do tasks that are similar to those in the actual experiment before beginning
trials of the experiment.
Nested Factors Analysis Of Variance Design
The Research Design
In the Nested ANOVA design, one factor (B) is completely nested within levels of another factor (A).
Thus unlike the AxB Fixed Effects ANOVA in which all levels of B are crossed with all levels of A, each level of B
is found in only one level of A in the nested design. The design may be graphically depicted as below:
_________________________________________________________
A Factor | Treatment 1 | Treatment j | Treatment M |
| | | |
B Factor | Level 1 Level 2 | ... Level k | .... Level L |
| | | |
Obser- | X111 X112 | .... X1jk | .... X1ML |
vations | X211 X212 | .... X2jk | .... X2ML |
| . . | .... . | .... . |
| . . | .... . | .... . |
| Xn11 Xn12 | .... Xnjk | .... XnML |
_________|_________________|______________|______________|
| _ _ | _ | _ |
B Means | X.11 X.12 | .... X.jk | .... X.ML |
| _ | _ | _ |
A Means | X.1. | X.j. | X.M. |
_________________________________________________________
The Variance Model
The observed X scores may be considered to be composed of several effects:
Xijk = μ + α j + ßk(j) + ek(j) (6.18)
The ANOVA Summary Table
We partition the total squared deviations of X scores from the grand mean of scores into sources of
variation. The independent sources may be used to form F ratios for the hypothesis that the treatment means of A
levels are equal and the hypothesis that the treatment levels of B are equal. The summary table (with sums of
squares derivations) is as follows:
___________________________________________________________________________________
186
SOURCE D.F. SS ESTIMATES:

___________________________________________________________________________________
M _ _ 2
2 2
A* M-1 Σ nj.(X.j.-X...) σ2e + nDσ B + nMσ α
j=1
M M Lj _ _ 2
2
B Σ (qj-1) Σ Σ njk(X.jk - X.j.) σ2e + nσ B
(pooled) j=1 j=1 k=1
M L M Lj njk _ 2
Within Σ Σ(njk-1) Σ Σ Σ (Xijk - X.jk) σ2e
j=1 k=1 j=1 k=1 i=1
_____________________________________________________________________________________
M Lj njk _ 2
Total N-1 Σ Σ Σ (Xijk - X...)
j=1 k=1 i=1
______________________________________________________________________________________
* Note: When factor B is a random effect, D = 1 and the F ratio for testing the A effect is the MS
A / MSB . When
factor B is a fixed effect, D=0 and the F ratio for testing A effects is MS A / MSw .
________________________________________________________________________
where:
Xijk = An observed score in B treatment level k under A treatment level j ,
_
X.jk = the mean of observations in B treatment level k in A treatment level j ,
_
X.j. = the mean of observations in A treatment level j ,
_
X... = the grand mean of all observations ,
njk = the number of observations in B treatment level k under A treatment level j
nj. = the number of observations in A treatment level j,
N = the total number of observations.
A, B and C Factors with B Nested in A
_
MODEL: Xijk =  + i + j(i) + k + ik + jk + ijk (6.19)
Assume that an experiment involves the use of two different teaching methods, one which involves
instruction for 1 consecutive hour and another that involves two half-hours of instruction 4 hours apart during a
given day. Three schools are randomly selected to provide method 1 and three schools are selected to provide
187
method 2. Note that school is nested within method of instruction. Now assume that n subjects are randomly
selected for each of two categories of students in each school. Category 1 students are males and category 2
students are female. This design may be illustrated in the table below:
________________________________________________________________________
| Instruction Method 1 | Instruction Method 2
------------------------------------------------------------------------------------------------------------
| School 1 | School 2 | School 3 | School 4 | School 5 | School 6
------------------------------------------------------------------------------------------------------------
Category 1 | n | n | n | n n n
Category 2 | n | n | n | n n n
________________________________________________________________________
Notice that without School, the Categories are crossed with method and therefore are NOT nested. The expected
values of the mean squares is:
________________________________________________________________________
Source of Variation df Expected Value
------------------------------------------------------------------------------------------------------------
A (Method) p-1 2e + nDqDr2 + nqDr2 + nrDq2 + nqr2
B within A p(q-1) 2e + nDr2 + nr2
C (Category) r-1 2e + nDq2 + nqDp2 + npq2
AC (p-1)(r-1) 2e + nDq2 + nq2
(B within A)C p(q-1)(r-1) 2e + n2
Within Cell pqr(n-1)  e2
________________________________________________________________________
where there are p methods of A, q nested treatments B (Schools) and r C treatments (Categories). The D's with
subscripts q, r or p have the value of 0 if the source is fixed and a value of 1 if the source is random. In this version
of the analysis, all effects are considered fixed (D's are all zero) and therefore the F tests all use the Within Cell
mean square as the denominator. If you use random treatment levels, you may need to calculate a more appropriate
F test.
Latin and Greco-Latin Square Designs
Some Theory
In a typical 2 or 3-way analysis of variance design, there are independent groups assigned to each
combination of the A, B (and C) treatment levels. For example, if one is designing an experiment with 3 levels of
Factor A, 4 levels of Factor B and 2 levels of Factor C, then a total of 24 groups of randomly selected subjects
would be used in the experiment (with random assignment of the groups to the treatment combinations.) With only
4 observations (subjects) per group, this would require 96 subjects in total. In such a design, one can obtain the
main effects of A, B and C independent of the AxB, AxC, BxC and AxBxC interaction effects of the treatments.
Often however, one may know before hand by previous research or by logical reasoning that the interactions should
be minimal or would not exist. When such a situation exists, one can use a design which confounds or partially
confounds such interactions with the main effects and drastically reduces the number of treatment groups required
for the analysis. If the subjects can be repeatedly observed under various treatment conditions as in some of the
previously discussed repeated-measures designs, then one can even further reduce the number of subjects required in
the experiment. The designs to be discussed in this section utilize what are known as “Latin Squares”.
The Latin Square
A Latin square is a balanced two-way classification scheme. In the following arrangement of letters, each
letter occurs just once in each row and once in each column:
188
A B C
B C A
C A B
If we interchange the first and second row we obtain a similar arrangement with the same characteristics:
B C A
A B C
C A B
Two Latin squares are orthogonal if, when they are combined, the same pair of symbols occurs no more than once in
the composite squares. For example, if the two Latin squares labeled Factor A and Factor B are combined to
produce the composite shown below those squares the combination is NOT orthogonal because treatment
combinations A1B2, A2B3, and A3B1 occur in more than one cell. However, if we combine Factor A and Factor C
we obtain a combination that IS orthogonal.
FACTOR A FACTOR B FACTOR C

A1 A2 A3 B2 B3 B1 C1 C2 C3
A2 A3 A1 B3 B1 B2 C3 C1 C2
A3 A1 A2 B1 B2 B3 C2 C3 C1
COMBINED A and B
A1B2 A2B3 A3B1
A2B3 A3B1 A1B2
A3B1 A1B2 A2B3
COMBINED A and C
A1C1 A2C2 A3C3
A2C3 A3C1 A1C2
A3C2 A1C3 A2C1
Notice that the 3 levels of treatment A and the 3 levels of treatment C are combined in such a way that no one
combination is found in more than one cell. When two Latin squares are combined to form an orthogonal
combination of the two treatment factors, the combination is referred to as a Greco-Latin square. Notice that the
number of levels of both the treatment factors must be the same to form a square. Extensive tables of orthogonal
Latin squares have been compiled by Cochran and Cox in “Experimental Designs”, New York, Wiley, 1957.
Typically, the Greco-Latin square is represented using only the number (subscripts) combinations such as:
11 22 33
23 31 12
32 13 21
One can obtain additional squares by interchanging any two rows or columns of a Greco-Latin square. Not all Latin
squares can be combined to form a Greco-Latin square. For example, there are no orthogonal squares for 6 by 6 or
for 10 by 10 Latin squares. If the dimensions of a Latin square can be expressed as a prime number raised to the
power of any integer n, then orthogonal squares exist. For example, orthogonal Latin squares exist of dimension 3,
4, 5, 8 and 9 from the relationships 3 from 3 1, 4 from 22, 5 from 51, 8 from 23, 9 from 32, etc.
Latin squares are often tabled in only “standard form”. A square in standard form is one in which the letters of the
first row and column are in sequence. For example, the following is a standard form for a 4 dimension square:
A B C D
B A D C
C D B A
D C A B
189
There are potentially a large number of standard forms for a Latin square of dimension n. There are 4 standard
forms for a 4 by 4 square, and 9,408 standard forms for a 6 by 6 square. By interchanging rows and columns of the
standard forms, one can create additional non-standard forms. For a 4 by 4 there are a total of 576 Latin squares and
for a 6 by 6 there are a total of 812,851,200 squares! One can select at random a standard form for his or her design
and then randomly select rows and columns to interchange to create a randomized combination of treatments.
Plan 1 by B.J. Winer
In his book “Statistical Principles in Experimental Design”, New York, McGraw-Hill, 1962, Winer
outlines a number of experimental designs that utilize Latin squares. He refers to these designs as “Plans” 1 through
13 (with some variations in several plans.) Not all plans have been included in OS2. Eight have been selected for
inclusion at this time. The most simple design is that which provides the following model and estimates:
MODEL: Xijkm =  + i(s) + j(s) + k(s) + res(s) + m(ijk) (6.20)
Where i, j, k refer to levels of Factors A, B and C and m the individual subject in the unit. The (s) indicates this is a
model from a Latin (s)quare design.
Source of Variation Degrees of Freedom Expected Mean Square
A p–1 2 + np2
B p–1 2 + np2
C p–1 2 + np2
Residual (p – 1)(p – 2) 2 + np2res
Within cell p2(n – 1) 2
In the above, p is the dimension of the square and n is the number of observations per unit.
Plan 2
Winer’s Plan 2 expands the design of Plan 1 discussed above by adding levels of a Factor D. Separate
Latin Squares are used at each level of Factor D. The plan of the design might appear as below:
FACTOR B FACTOR B
B1 B2 B3 B1 B2 B3
FACTOR FACTOR
A1 C3 C2 C1 A1 C1 C3 C2
FACTOR FACTOR
D1 A2 C1 C3 C2 D2 A2 C2 C1 C3
A3 C2 C1 C3 A3 C3 C2 C1
The analysis of Plan 2 is as follows:
Source of Variation Degrees of Freedom Expected Mean Square
190
A p–1 2 + npq2

B p–1 2 + npq2
C p–1 2 + npq2
D q–1 2 + npq2
AD (p - 1)(q - 1) 2 + npq2
BD (p - 1)(q - 1) 2 + npq2
CD (p - 1)(q - 1) 2 + npq2
Residual q(p – 1)(p – 2) 2 + npq2res
Within cell p2q(n – 1) 2
Notice that we can obtain the interactions with the D factor since all A, B and C treatments in the Latin square are
observed under each level of D. The model for Plan 2 expected value of the observed (X) score is:
Xijkmo =  + i(s) + j(s) + k(s) + m + i(s)m + j(s)m + k(s)m + res(s) (6.21)
As in Plan 1 described above, the (s) indicates sources from the Latin square.
191
Plan 3 Latin Squares Design
Plan 3 utilizes a balanced set of p x p Latin squares in a p x p x p factorial experiment. An example for a 3
x 3 x 3 design is shown below:
FACTOR B FACTOR B
B1 B2 B3 B1 B2 B3
FACTOR FACTOR
A1 C1 C2 C3 A1 C2 C3 C1
FACTOR FACTOR
D1 A2 C2 C3 C1 D2 A2 C3 C1 C2
A3 C3 C1 C2 A3 C1 C2 C3
FACTOR B
B1 B2 B3
FACTOR
A1 C3 C1 C2
FACTOR
D3 A2 C1 C2 C3
A3 C2 C3 C1
The levels of factors A, B and C are assigned at random to the symbols defining the Latin square. The levels of
factor D are assigned at random to the whole squares. Notice the levels of each factor must be p, unlike the previous
plan 2. In a complete 4 factor design wth three levels of each factor there would be 81 cells however with this
design there are only 27. The main effect of factor D will be partially confounded with the ABC interaction
however the main effects of A, B and C as well as the their interactions will be complete. The model of this design
is:
E(Xijkmo) =  + i + j + k + ij + ik + jk + m + ’ijk (6.22)
The sources of variation, their degrees of freedom and parameter estimates are as shown below:
SOURCE D.F. E(MS)
A p–1 2 + np22

B p–1 2 + np22
C p–1 2 + np22
AB (p – 1)(p – 1) 2 + np2
AC (p – 1)(p – 1) 2 + np2
BC (p – 1)(p – 1) 2 + np2
D p–1 2 + np22
(ABC)’ (p – 1)3 – (p – 1) 2 + n2
Within cell p3(n – 1) 2
192
Analysis of Greco-Latin Squares
A Greco-Latin square design permits a three-way control of experimental units (row, column, and layer
effects) through use of two Latin squares that are combined. One square is denoted with Latin letters and the other
with Greek letters as illustrated below:
Square I Square II Combined Squares

A B C    A B C
B C A    B C A
C A B    C A B
Using numbers for the levels of the first and second effects, the composite square might also be represented by:
11 22 33
23 31 12
32 13 21
There are actually four variables: row, column, Latin-letter and Greek letter variables with p-squared cells in the
composite square rather than p * p * p * p as there would be in a four-factor factorial design. The main effects of
each of the factors will be confounded with the two-factor and higher interaction effects. Therefore this design is
limited to the situations where the four factors are assumed to have negligible interactions. It is assumed that there
are n independent observations in each cell.
The analysis that results provides the following sources of variation:
SOURCE D.F. E(MS)
A (Rows) p–1 2 + np2

B (Columns) p–1 2 + np2
C (Latin Letters) p–1 2 + np2
D (Greek Letters) p–1 2 + np2
Residual (p – 1)(p – 3) 2 + n2res
Within Cell p2(n - 1) 2
Total np2 – 1
Plan 5 Latin Square Design
When the same unit (e.g. subject) may be observed under different treatment conditions, a considerable
saving is realized in the sample size necessary for the experiment. As in all repeated measures designs however one
must make certain assumptions about the homogeneity of variance and covariance. In plan 5 the levels of treatment
under factor B are arranged in a Latin square with the columns representing levels of factor A. The rows are groups
of subjects for which repeated measures are made across the columns of the square. The design is represented
below:
FACTOR A Levels
A1 A2 A3
-------------------------
G1 B3 B1 B2
GROUP G2 B1 B2 B3
G3 B2 B3 B1
The model of the analysis is:
193
E(Xijkm) =  + k + m(k) + i + j + ’ij (6.23)
The sources of variation are estimated by:
SOURCE D.F. E(MS)

Between Subjects np – 1
B p–1 2 + p2 + np2
Subjects in Groups p(n-1) 2 + p2
Within Subjects np(p-1)

A p–1 2 + np2
B p–1 2 + np2
(AB’) (p – 1)(p – 2) 2 + n2
error (within) p(n – 1)(p – 1) 2
Winer indicates that Plan 6 may be considered “as a fractional replication of a three-factor factorial
experiment arranged in incomplete blocks.” Each subject within Group 1 is assigned to to treatement combinations
abc111, abc231 and abc321 such that each subject in the group is observed under all levels of factors A and B but under
only one level of factor C. There is no balance with respect to any of the interactions but there is balance with
respect to factors A and B. If all interactions are negligible relative to the main effects the following model and the
sources of variation are appropriate:
E(Xijkm) =  + k(s) + m(k) + i(s) + j(s) + res(s). (6.24)
SOURCE OF VARIATION D.F. E(MS)
Between subjects np – 1
C p–1 2 + p2 + np2
Subjects within groups p(n – 1) 2 + p2
Within subjects np(p – 1)

A p–1 2 + np2
B p–1 2 + np2
Residual (p – 1)(p – 2) 2 + n2res
Error (within) p(n – 1)(p – 1) 2
The experiment may be viewed (for 3 levels of each variable) in the design below:
LEVELS OF FACTOR A
GROUP LEVELS OF C A1 A2 A3
G1 C1 B1 B3 B2
G2 C2 B2 B1 B3
G3 C3 B3 B2 B1
Plan 7 for Latin Squares
If, in the previous plan 6 we superimpose the Factors B and C as orthogonal Latin Squares, then Factor C is
converted into a within-subjects effect. The Greco-Latin square design may be viewed as the following (for 3
levels of treatment):
194
LEVELS OF FACTOR A
Group A1 A2 A3
G1 BC11 BC23 BC32
G2 BC22 BC31 BC13
G3 BC33 BC12 BC21
The expected value of X is given as:
E(Xijkmo) =  + m(s) + o(m) + i(s) + j(s) + k(s) (6.25)
The sources of variation, their degrees of freedom and the expected mean squares are:
Between subjects np – 1
Groups p–1 2 + p2 + np2
Subjects within groups p(n – 1) 2 + p2
Within subjects np(p – 1)

A p–1 2 + np2
B p–1 2 + np2
C p–1 2 + np2
Residual (p – 1)(p – 3) 2 + n2res
Error (within) p(n – 1)(p – 1) 2
Plan 9 Latin Squares
If we utilize the same Latin square for all levels of a Factor C we would have a design which looks like the
outline shown below for 3 levels:
LEVELS OF FACTOR C
C1 C2 C3
LEVELS OF FACTOR A LEVELS OF FACTOR A LEVELS OF FACTOR A
GROUP A1 A2 A3 GROUP A1 A2 A3 GROUP A1 A2 A3
G1 B2 B3 B1 G4 B2 B3 B1 G7 B2 B3 B1
G2 B1 B2 B3 G5 B1 B2 B3 G8 B1 B2 B3
G3 B3 B1 B2 G6 B3 B1 B2 G9 B3 B1 B2
The model for expected values of X is:
E(Xijkmo) =  + k + (row)m + ( x row)km + o(m) + i + j + ’ij + ik + jk + ’ijk (6.26)
The sources of variation for Plan 9 are shown below:
Between subjects npq - 1

C q–1 2 + p2 + np22
Rows [AB(between)] p–1 2 + p2 + nq2
C x row [ABC(between)] (p – 1)(q – 1) 2 + p2 + n2
Subjects within groups pq(n – 1) 2 + p2
195
Within subjects npq(p – 1)

A p–1 2 + npq2
B p–1 2 + npq2
AC (p – 1)(q – 1) 2 + np2
BC (p – 1)(q – 1) 2 + np2
(AB)’ (p – 1)(p – 2) 2 + nq2
(ABC)’ (p – 1)(p – 3)(q – 1) 2 + n2
Error (within) pq(p – 1)(n – 1) 2
In this design the groups and subjects within groups are considered random while, like previous designs, the A,B
and C factors are fixed. Interactions with the group and subject effects are considered negligible.
One Fixed and One Random Factor ANOVA
Now let us run an example of an analysis with one fixed and one random factor. We will use the data file named
“Threeway.LAZ which could also serve to demonstrate a three way analysis of variance (with fixed or random
effects.) We will assume the row variable is fixed and the column variable is a random level. We select the One,
Two and Three Way ANOVA option from the Comparisons sub-menu of the Statistics menu. The Fig. below shows
how we specified the variables and their types:
Fig. 6.1 Specification of a Two-Way ANOVA

Now when we click the Continue button we obtain:
Two Way Analysis of Variance
Variable analyzed: X
Factor A (rows) variable: Row (Fixed Levels)

Factor B (columns) variable: Col (Fixed Levels)
SOURCE D.F. SS MS F PROB.> F Omega Squared
Among Rows 1 12.250 12.250 5.765 0.022 0.074

Among Columns 1 42.250 42.250 19.882 0.000 0.293
Interaction 1 12.250 12.250 5.765 0.022 0.074
Within Groups 32 68.000 2.125
Total 35 134.750 3.850
Omega squared for combined effects = 0.441

196
Note: Denominator of F ratio is MSErr
GROUP Row Col. N MEAN VARIANCE STD.DEV.

Cell 1 1 9 3.000 1.500 1.225
Cell 1 2 9 4.000 1.500 1.225
Cell 2 1 9 3.000 3.000 1.732
Cell 2 2 9 6.333 2.500 1.581
Row 1 18 3.500 1.676 1.295
Row 2 18 4.667 5.529 2.351
Col 1 18 3.000 2.118 1.455
Col 2 18 5.167 3.324 1.823
TOTAL 36 4.083 3.850 1.962
TESTS FOR HOMOGENEITY OF VARIANCE

---------------------------------------------------------------------
Hartley Fmax test statistic = 2.00 with deg.s freedom: 4 and 8.
Cochran C statistic = 0.35 with deg.s freedom: 4 and 8.
Bartlett Chi-square statistic = 3.34 with 3 D.F. Prob. larger value
= 0.342
---------------------------------------------------------------------
You will note that the denominator of the F statistic for the two main effects may be different. You can also obtain
plots for each main effect and the interaction effects.
Analysis of Variance - Treatments by Subjects Design
Introduction
A common research design in education involves repeated measurements of a group of subjects. For
example, a test composed of K items administered to students in a course might be considered a "treatments by
subjects" design. We might hypothesize that the means of the items are equal and test this hypothesis using the F
statistic. As another example, suppose we are interested in changing teacher opinion about doing classroom
research. We might develop a short attitude scale which measures their feelings concerning the feasibility and
desirability of public school teachers conducting research. We may then design several "in-service" training
programs and discussions concerned with classroom research. We administer our attitude instrument before the
training programs, immediately following the training programs and a year later. The hypothesis tested is that the
mean attitude at each of the three testing times is equal.
The Research Design
The Fig. below presents the schema for the Treatments by Subjects design. Note that the same subjects are
measured under each of the "treatment" conditions. Our sample size is n subjects and the number of treatments is K.
The main hypothesis to be tested is H0: μ1 = μ2 = ... = μk .
________________________________________________
FACTOR TREATMENT GROUP
________________________________________________
1 2 3 4 .......... K Mean
________________________________________________
197
_
S X11 X12 X13 X14 ........ X1k X1.
_
U X21 X22 X23 X24 ........ X2k X2.
B . . . . . .
. . . . . .
J _
Xi1 Xi2 Xi3 Xi4 ........ Xij Xi.
E
. . . . . .
C . . . . . .
_
T Xn1 Xn2 Xn3 Xn4 ........ Xnk Xn.
________________________________________________
_ _ _ _ _ _
Mean X.1 X.2 X.3 X.4 ........ X.k X..
Theoretical Model
The theoretical model for a subject i's score X on treatment j may be written
Xij = μ +αj+βi +αβij + eij
where μ is the population mean of the scores,

αj is the effect of treatment j,
βI is the effect of person i,
αβij is the interaction of subject i and treatment j,
and eij is the error for person i in treatment j.
In an experiment, we are interested in estimating the effect size of each treatment. We may also be
interested in knowing whether or not there are significant differences among the subjects, although this is usually
not the case.
Summary Table
The Treatments by Subjects ANOVA Summary table is often presented as follows:

________________________________________________________________________
SOURCE D.F. SS MS F
________________________________________________________________________
k_ _ 2
A K-1 nΣ(X.j-X..) SSA/(K-1) MSA/MSAxS
j=1
n _ 2
Subjects n-1 KΣ(Xi.-X..) SSS/(n-1) MSS/MSAXS
i=1
AxS Inter. (K-1)(n-1) SST - SSA - SSAxS SSAxS/[(K-1)(n-1)]
K n _ 2
Total Kn - 1 Σ Σ (Xij - X..)
j=1 i=1
________________________________________________________________________
198
Assumptions
As in most ANOVA designs, we make a number of assumptions. For the Treatments by Subjects design
these are:
1. The sum of treatment effects (αj) are equal to zero,
2. The sum of person effects (βi) are equal to zero,
3. The sum of treatment x person interaction effects (αβij)
are zero,
4. The errors (eij) are normally distributed with mean zero,
5. The variance of errors in each treatment (σ2j) are equal, and
6. The covariances among the treatments (COVjk; j<k) are all equal.
The last assumption, equal covariances, means that if we were to transform scores within treatments to z
scores, the correlations among the scores between any two treatments would all be equal in the population. You will
also not that the denominator of the F ratios for testing differences among treatment means and among subject
means is the treatment by subjects interaction rather than the usual within cell (pooled across cells) variance.
Population Parameters Estimated
The population mean of all scores (μ) is estimated by the overall mean. The mean squares provide
estimates as follows:
MSA estimates σ2e + Nσ2α + σ2αβ
MSS estimates σ2e + Kσ2β
MSAxS estimates σ2e + σ2β
Computational Formulas
The algebraic formulas presented in the ANOVA Summary table above are not usually the most convenient
for calculation of the sums of squares terms. The following formulas are usually used:
K 2 2
SSA = Σ Tj. / n - T../N
j=1
n 2 2
SSS = Σ Ti. / K - T.. / N
i=1
K n 2 2
SST = Σ Σ Xij - T.. / N
j=1 i=1
SSAxS = SST - SSA - SSS
where Tj. is the total of score values within treatment j,

Ti. is the total of score values for subject i,
T.. is the grand total of all score values,
n is the number of subjects, and
N is the grand number of all scores and equal to Kn.
199
An Example
To perform a Treatments by Subjects analysis of variance, we will use a sample data file labeled
“ABRData.LAZ”. We open the file and select the option “Within Subjects Anova” in the Comparisons sub-menu
under the Statistics menu. The Fig. below is then completed as shown:
Fig. 6.2 Within Subjects ANOVA Form

Notice that the repeated measures are the columns labeled C1 through C4. You will also note that this same
procedure will report intraclass reliability estimates if elected. If you now click the Compute button, you obtain the
results shown below:
Treatments by Subjects (AxS) ANOVA Results.
Data File = C:\Users\wgmiller\LazStats\LazStatsData\ABRDATA.LAZ
-----------------------------------------------------------
SOURCE DF SS MS F Prob. > F
-----------------------------------------------------------
SUBJECTS 11 181.000 16.455
WITHIN SUBJECTS 36 1077.000 29.917
TREATMENTS 3 991.500 330.500 127.561 0.000
RESIDUAL 33 85.500 2.591
-----------------------------------------------------------
TOTAL 47 1258.000 26.766
-----------------------------------------------------------
TREATMENT (COLUMN) MEANS AND STANDARD DEVIATIONS

VARIABLE MEAN STD.DEV.
C1 16.500 2.067
C2 11.500 2.431
C3 7.750 2.417
C4 4.250 2.864
Mean of all scores = 10.000 with standard deviation = 5.174
BOX TEST FOR HOMOGENEITY OF VARIANCE-COVARIANCE MATRIX
SAMPLE COVARIANCE MATRIX with 12 cases.
Variables
C1 C2 C3 C4
200
C1 4.273 2.455 1.227 1.318

C2 2.455 5.909 4.773 5.591
C3 1.227 4.773 5.841 5.432
C4 1.318 5.591 5.432 8.205
ASSUMED POP. COVARIANCE MATRIX with 12 cases.
Variables
C1 C2 C3 C4
C1 6.057 0.693 0.693 0.693
C2 0.114 5.977 0.614 0.614
C3 0.114 0.103 5.914 0.551
C4 0.114 0.103 0.093 5.863
Determinant of variance-covariance matrix = 81.6

Determinant of homogeneity matrix = 1.26E003
ChiSquare = 108.149 with 8 degrees of freedom
Probability of larger chisquare = 9.66E-007
201
Treatment by Subjects (AxS Mixed Design)
We will employ the same data set used in the previous analysis. We select the AxS ANOVA option in the
Comparisons sub-menu of the Statistics menu and complete the specifications on the form as show below:
Fig. 6.3 Treatment by Subjects ANOVA Form
When the Compute button is clicked you should see these results:
ANOVA With One Between Subjects and One Within Subjects Treatments
------------------------------------------------------------------
Source df SS MS F Prob.
------------------------------------------------------------------
Between 11 181.000
Groups (A) 1 10.083 10.083 0.590 0.4602
Subjects w.g. 10 170.917 17.092
Within Subjects 36 1077.000

B Treatments 3 991.500 330.500 128.627 0.0000
A X B inter. 3 8.417 2.806 1.092 0.3677
B X S w.g. 30 77.083 2.569
TOTAL 47 1258.000
------------------------------------------------------------------
Means
TRT. B 1 B 2 B 3 B 4 TOTAL
A
1 16.167 11.000 7.833 3.167 9.542
2 16.833 12.000 7.667 5.333 10.458
TOTAL 16.500 11.500 7.750 4.250 10.000
Standard Deviations
TRT. B 1 B 2 B 3 B 4 TOTAL
A
1 2.714 2.098 2.714 1.835 5.316
2 1.329 2.828 2.338 3.445 5.099
TOTAL 2.067 2.431 2.417 2.864 5.174
Notice there appears to be no significant difference between the two groups of subjects but that within the groups,
the first two treatment means appear to be significantly larger than the last two.
202
Since we elected to plot the means, we would also obtain the Fig. shown below:
Fig. 6.4 Plot of Treatment by Subjects ANOVA Means

The graphics again demonstrate the greatest differences appear to be among the repeated measures and not the
groups (A1 and A2.)
You may also have a design with two between-groups factors and repeated measures within each cell
composed of subjects randomly assigned to the factor A and factor B level combinations. If you have such a design,
you can employ the AxBxR Anova procedure in the LazStats package.
Two Factor Repeated Measures Analysis
Repeated measures designs have the advantage that the error terms are typically smaller that designs using
independent groups of observations. This was true for the Student t-test using matched or correlated scores. On the
down-side, repeated measures on the same objects pose a special problem, particularly when the objects are human
subjects. The main problem is "practice" or "learning" effects that may be greater for one treatment level than
another. These effects are completely confounded with the actual treatment effects. While random or counter-
balanced assignment of the treatments may reduce the cumulative effects to some degree, it does not remove the
effects specific to a given treatment. It is also assumed that the covariance matrices are equal among the treatment
levels. Users of these designs with human subjects should be careful to minimize the practice effects. This can
sometimes be done by having subjects do tasks that are similar to those in the actual experiment before beginning
trials of the experiment.
In this analysis, subjects (or objects) are observed (measured) under two different treatment levels (Factors
A and B levels) . For example, there might be two levels of a Factor A and three levels of a Factor B for a total of 2
x 3 = 6 treatment level combinations. Each subject would be observed 6 times in all. There must be the same
subjects in each of the combinations.
The data file analyzed must consist of 4 columns of information for each observation: a variable containing
an integer identification code for the subject (1..N), an integer from 1 to A for the treatment level of A, an integer
from 1 to B for the treatment level of the Factor B, and a floating point variable for the observation (measurement).
A sample file (tworepeated.LAZ) was created from the example given by Quinn McNemar in his text book
"Psychological Statistics", fourth edition, John Wiley and Sons, Inc., 1969, page 367. The data represent an
experiment in which four subjects are observed under two levels of illumination and three levels of Albedo (Factors
A and B.) The data file therefore contains 24 observations (4 x 2 x 3.) The analysis is initiated by loading the file
and clicking on the "Two Within Subjects" option in the Analyses of Variance menu. The form which appears is
shown below. Notice that the options have been selected to plot means of the two main effects and the interaction
203
effects. An option has also been clicked to obtain post-hoc comparisons among the 6 means for the treatment
combinations.
Fig. 6.5 Form for the Two-Way Repeated Measures ANOVA
When the "Compute" button is clicked the following output is obtained:
204
Fig. 6.6 Plot of Factor A Means in the Two-Way Repeated Measures Analysis
205
Fig. 6.7 Plot of Factor B in the Two-Way Repeated Measures Analysis
206
Fig. 6.8 Plot of Factor A and Factor B Interaction in the Two-Way Repeated Measures Analysis
-------------------------------------------------------------------
-------------------------------------------------------------------
Factor A 1 204.167 204.167 9.853 0.052
Factor B 2 8039.083 4019.542 24.994 0.001
Subjects 3 1302.833 434.278
A x B Interaction 2 46.583 23.292 0.803 0.491
A x S Interaction 3 62.167 20.722
B x S Interaction 6 964.917 160.819
A x B x S Inter. 6 174.083 29.01
-------------------------------------------------------------------
Total 23 10793.833
-------------------------------------------------------------------
Group 1 : Mean for cell A 1 and B 1 = 17.250
Means for Factor A

Group 1 Mean = 34.500
207
Means for Factor B

---------------------------------------------------------------
Tukey HSD Test for (Differences Between Means
alpha selected = 0.05
Groups Difference Statistic Probability Significant?
---------------------------------------------------------------
1 - 2 -8.750 q = 3.249 0.3192 NO
1 - 3 -43.000 q = 15.966 0.0004 YES
1 - 4 -3.500 q = 1.300 0.9278 NO
1 - 5 -18.500 q = 6.869 0.0206 YES
1 - 6 -47.250 q = 17.544 0.0003 YES
---------------------------------------------------------------
2 - 3 -34.250 q = 12.717 0.0009 YES
2 - 4 5.250 q = 1.949 0.7388 NO
2 - 5 -9.750 q = 3.620 0.2396 NO
2 - 6 -38.500 q = 14.295 0.0006 YES
---------------------------------------------------------------
3 - 4 39.500 q = 14.666 0.0005 YES
3 - 5 24.500 q = 9.097 0.0052 YES
3 - 6 -4.250 q = 1.578 0.8593 NO
---------------------------------------------------------------
4 - 5 -15.000 q = 5.570 0.0523 NO
4 - 6 -43.750 q = 16.244 0.0004 YES
---------------------------------------------------------------
5 - 6 -28.750 q = 10.675 0.0023 YES
---------------------------------------------------------------
---------------------------------------------------------------
Tukey-Kramer Test for (Differences Between Means
Groups Difference Statistic Probability Significant?
---------------------------------------------------------------
1 - 2 -8.750 q = 3.249 0.3192 NO
1 - 3 -43.000 q = 15.966 0.0004 YES
1 - 4 -3.500 q = 1.300 0.9278 NO
1 - 5 -18.500 q = 6.869 0.0206 YES
1 - 6 -47.250 q = 17.544 0.0003 YES
2 - 3 -34.250 q = 12.717 0.0009 YES
2 - 4 5.250 q = 1.949 0.7388 NO
2 - 5 -9.750 q = 3.620 0.2396 NO
2 - 6 -38.500 q = 14.295 0.0006 YES
3 - 4 39.500 q = 14.666 0.0005 YES
3 - 5 24.500 q = 9.097 0.0052 YES
3 - 6 -4.250 q = 1.578 0.8593 NO
4 - 5 -15.000 q = 5.570 0.0523 NO
4 - 6 -43.750 q = 16.244 0.0004 YES
5 - 6 -28.750 q = 10.675 0.0023 YES
---------------------------------------------------------------
---------------------------------------------------------------
Tukey B Test for (Contrasts on Ordered Means
208
---------------------------------------------------------------
Groups Difference Statistic d.f. Prob.>value Significant?

1 - 4 -3.500 1.300 2, 6 0.661 NO
1 - 2 -8.750 3.249 3, 6 0.226 NO
1 - 5 -18.500 6.869 4, 6 0.016 YES
1 - 3 -43.000 15.966 5, 6 0.000 YES
1 - 6 -47.250 17.544 6, 6 0.000 YES
4 - 2 -5.250 1.949 2, 6 0.478 NO
4 - 5 -15.000 5.570 3, 6 0.035 YES
4 - 3 -39.500 14.666 4, 6 0.000 YES
4 - 6 -43.750 16.244 5, 6 0.000 YES
2 - 5 -9.750 3.620 2, 6 0.141 NO
2 - 3 -34.250 12.717 3, 6 0.001 YES
2 - 6 -38.500 14.295 4, 6 0.000 YES
5 - 3 -24.500 9.097 2, 6 0.003 YES
5 - 6 -28.750 10.675 3, 6 0.002 YES
3 - 6 -4.250 1.578 2, 6 0.583 NO
----------------------------------------------------------------
Scheffe contrasts among pairs of means.
Group vs Group Difference Scheffe Critical Significant?
Statistic Value
----------------------------------------------------------------
1 2 -8.75 2.30 3.723 NO
1 3 -43.00 11.29 3.723 YES
1 4 -3.50 0.92 3.723 NO
1 5 -18.50 4.86 3.723 YES
1 6 -47.25 12.41 3.723 YES
----------------------------------------------------------------
2 3 -34.25 8.99 3.723 YES
2 4 5.25 1.38 3.723 NO
2 5 -9.75 2.56 3.723 NO
2 6 -38.50 10.11 3.723 YES
----------------------------------------------------------------
3 4 39.50 10.37 3.723 YES
3 5 24.50 6.43 3.723 YES
3 6 -4.25 1.12 3.723 NO
----------------------------------------------------------------
4 5 -15.00 3.94 3.723 YES
4 6 -43.75 11.49 3.723 YES
----------------------------------------------------------------
5 6 -28.75 7.55 3.723 YES
----------------------------------------------------------------
----------------------------------------------------------------------
Neuman-Keuls Test for (Contrasts on Ordered Means
Group Mean
1 17.250
4 20.750
2 26.000
5 35.750
3 60.250
6 64.500
Groups Difference Statistic d.f. Probability Significant?

209
----------------------------------------------------------------------
1 - 4 -3.500 q = 1.300 2 6 0.3935 NO
1 - 2 -8.750 q = 3.249 3 6 0.1323 NO
1 - 5 -18.500 q = 6.869 4 6 0.0112 YES
1 - 3 -43.000 q = 15.966 5 6 0.0003 YES
1 - 6 -47.250 q = 17.544 6 6 0.0003 YES
4 - 2 -5.250 q = 1.949 2 6 0.2174 NO
4 - 5 -15.000 q = 5.570 3 6 0.0180 YES
4 - 3 -39.500 q = 14.666 4 6 0.0002 YES
4 - 6 -43.750 q = 16.244 5 6 0.0003 YES
2 - 5 -9.750 q = 3.620 2 6 0.0430 YES
2 - 3 -34.250 q = 12.717 3 6 0.0004 YES
2 - 6 -38.500 q = 14.295 4 6 0.0003 YES
5 - 3 -24.500 q = 9.097 2 6 0.0008 YES
5 - 6 -28.750 q = 10.675 3 6 0.0008 YES
3 - 6 -4.250 q = 1.578 2 6 0.3070 NO
----------------------------------------------------------------------
The above results reflect possible significance for the main effects of Factors A and B but not for the interaction.
The F ratio of the Factor A is obtained by dividing the mean square for Factor A by the mean square for interaction
of subjects with Factor A. In a similar manner, the F ratio for Factor B is the ratio of the mean square for Factor B
to the mean square of the interaction of Factor B with subjects. Finally, the F ratio for the interaction of Factor A
with Factor B uses the triple interaction of A with B with Subjects as the denominator.
Between 5 or 6 of the post-hoc comparisons were not significant among the 15 possible comparisons
among means using the 0.05 level for rejection of the hypothesis of no difference.
Nested Factors Analysis Of Variance Design
Shown below is an example of a nested analysis using the file ABNested.LAZ. When you select this analysis, you
see the dialog below:
Fig. 6.9 The Nested ANOVA Form

The results are shown below:
Nested ANOVA by Bill Miller

File Analyzed = C:\lazarus\Projects\LazStats\LazStatsData\ABNested.LAZ
CELL MEANS
A LEVEL BLEVEL MEAN STD.DEV.
1 1 2.667 1.528
1 2 3.333 1.528
1 3 4.000 1.732
210
2 4 3.667 1.528
2 5 4.000 1.000
2 6 5.000 1.000
3 7 3.667 1.155
3 8 5.000 1.000
3 9 6.333 0.577
A MARGIN MEANS
A LEVEL MEAN STD.DEV.
1 3.333 1.500
2 4.222 1.202
3 5.000 1.414
GRAND MEAN = 4.185
ANOVA TABLE
SOURCE D.F. SS MS F PROB.
A 2 12.519 6.259 3.841 0.041
B(W) 6 16.222 2.704 1.659 0.189
w.cells 18 29.333 1.630
Total 26 58.074
Of course, if you elect to plot the means, additional graphical output is included.
A, B and C Factors with B Nested in A
Shown below is the dialog for this ANOVA design and the results of analyzing the file ABCNested.LAZ:
Fig. 6.10 Three Factor Nested ANOVA
The results are:
Nested ANOVA by Bill Miller

File Analyzed = C:\lazarus\Projects\LazStats\LazStatsData\ABCNested.LAZ
CELL MEANS
A LEVEL BLEVEL CLEVEL MEAN STD.DEV.
1 1 1 2.6667 1.5275
1 1 2 3.3333 1.1547
1 2 1 3.3333 1.5275
1 2 2 3.6667 2.0817
211
1 3 1 4.0000 1.7321
1 3 2 5.0000 1.7321
2 4 1 3.6667 1.5275
2 4 2 4.6667 1.5275
2 5 1 4.0000 1.0000
2 5 2 4.6667 0.5774
2 6 1 5.0000 1.0000
2 6 2 3.0000 1.0000
3 7 1 3.6667 1.1547
3 7 2 2.6667 1.1547
3 8 1 5.0000 1.0000
3 8 2 6.0000 1.0000
3 9 1 6.6667 1.1547
3 9 2 6.3333 0.5774
A MARGIN MEANS
A LEVEL MEAN STD.DEV.
1 3.667 1.572
2 4.167 1.200
3 5.056 1.731
B MARGIN MEANS
B LEVEL MEAN STD.DEV.
1 3.000 1.265
2 3.500 1.643
3 4.500 1.643
4 4.167 1.472
5 4.333 0.816
6 4.000 1.414
7 3.167 1.169
8 5.500 1.049
9 6.500 0.837
C MARGIN MEANS
C LEVEL MEAN STD.DEV.
1 4.222 1.577
2 4.370 1.644
AB MARGIN MEANS
A LEVEL B LEVEL MEAN STD.DEV.
1 1 3.000 1.265
1 2 3.500 1.643
1 3 4.500 1.643
2 4 4.167 1.472
2 5 4.333 0.816
2 6 4.000 1.414
3 7 3.167 1.169
3 8 5.500 1.049
3 9 6.500 0.837
AC MARGIN MEANS
A LEVEL C LEVEL MEAN STD.DEV.
1 1 0.000 1.500
1 2 0.000 1.658
2 1 0.000 1.202
2 2 0.000 1.269
3 1 0.000 1.616
3 2 0.000 1.936
212
GRAND MEAN = 4.296
ANOVA TABLE
SOURCE D.F. SS MS F PROB.
A 2 17.815 8.907 5.203 0.010
B(A) 6 42.444 7.074 4.132 0.003
C 1 0.296 0.296 0.173 0.680
AxC 2 1.815 0.907 0.530 0.593
B(A)xC 6 11.556 1.926 1.125 0.368
w.cells 36 61.630 1.712
Total 53 135.259
Latin and Greco-Latin Square Designs
Example in Education Using a Latin Square
Assume you are interested in the achievement of students under three methods of instruction for a required
course in biology (self, computer, and classroom), interested in differences of these instruction modes for three
colleges within a university (agriculture, education, engineering) and three types of students (in-state, out-of-state,
out-of-country). We could use a completely balanced 3-way analysis of variance design with Factor A =
instructional mode, Factor B = College and Factor C = type of student. There would be 27 experimental units
(samples of subjects) in this design. On the other hand we might employ the following design:
FACTOR A (Instruction)
Self Computer Classroom
FACTOR B
(College)
Agriculture C2 C1 C3
Education C1 C3 C2
Engineering C3 C2 C1
In this design C1 is the in-state student unit, C2 is the out-of-state student unit and C3 is the out-of-country student
unit. There are only 9 units in this design as contrasted with 27 units in the completely balanced design. Note that
each type of student receives each type of instruction. Also note however that, within a college, students of each
type do NOT receive each type of instruction. We will have to assume that the interaction of college and type of
instruction, the interaction of college and type of student, the interaction of type of instruction and type of student
and the triple interaction of College, instruction and student are small or do not exist. We are primarily interested in
the main effects, that is, differences among student types, types of instruction and colleges on the achievement
scores obtained in the biology course. We might use Plan 1 described below.
Plan 1 by B.J. Winer
We have prepared an example file for you to analyze with LazStats. Open the file labeled LatinSqr.LAZ in your
set of sample data files. We have entered four cases for each unit in our design for instructional mode, college and
home residence. Once you have loaded the file, select the Latin squares designs option under the sub-menu for
comparisons under the Analyses menu. You should see the form below for selecting the Plan 1 analysis.
213
Fig. 6.11 Latin and Greaco-Latin Squares Form
When you have selected Plan 1 for the analysis, click the OK button to continue. You will then see the form below
for entering the specifications for your analysis. We have entered the variables for factors A, B and C and entered
the number of cases for each unit:
Fig. 6.12 Latin Squares Analysis Dialog
We have completed the entry of our variables and the number of cases and are ready to continue.
When you press the OK button, the following results are presented on the output page:
Latin Square Analysis Plan 1 Results
-----------------------------------------------------------
Source SS DF MS F Prob.>F
-----------------------------------------------------------
Factor A 92.389 2 46.194 12.535 0.000
Factor B 40.222 2 20.111 5.457 0.010
214
Factor C 198.722 2 99.361 26.962 0.000

Residual 33.389 2 16.694 4.530 0.020
Within 99.500 27 3.685
Total 464.222 35
-----------------------------------------------------------
Experimental Design
------------------------------
Instruction 1 2 3
------------------------------
College
1 C2 C3 C1
2 C3 C1 C2
3 C1 C2 C3
------------------------------
Cell means and totals

--------------------------------------------------
Instruction 1 2 3 Total
--------------------------------------------------
College
1 2.750 10.750 3.500 5.667
2 8.250 2.250 1.250 3.917
3 1.500 1.500 2.250 1.750
Total 4.167 4.833 2.333 3.778
--------------------------------------------------
--------------------------------------------------
Residence 1 2 3 Total
--------------------------------------------------
2.417 1.833 7.083 3.778
--------------------------------------------------
A partial test of the interaction effects can be made by the ratio of the MS for residual to the MS within cells. In
our example, it appears that our assumptions of no interaction effects may be in error. In this case, the main effects
may be confounded by interactions among the factors. The results may never the less suggest differences do exist
and we should complete another balanced experiment to determine the interaction effects.
Plan 2
We have included the file “LatinSqr2.LAZ” as an example for analysis. Load the file in the grid and select the
Latin Square Analyses, Plan 2 design. The form below shows the entry of the variables and the sample size for the
analysis:
215
Fig. 6.13 Four Factor Latin Square Design Form
When you click the OK button, you will see the following results:
-----------------------------------------------------------
-----------------------------------------------------------
Factor A 148.028 2 74.014 20.084 0.000
Factor B 5.444 2 2.722 0.739 0.483
Factor C 66.694 2 33.347 9.049 0.000
Factor D 18.000 1 18.000 4.884 0.031
A x D 36.750 2 18.375 4.986 0.010
B x D 75.000 2 37.500 10.176 0.000
C x D 330.750 2 165.375 44.876 0.000
Residual 66.778 4 16.694 4.530 0.003
Within 199.000 54 3.685
Total 946.444 71
-----------------------------------------------------------
Experimental Design for block 1

------------------------------
Drug 1 2 3
------------------------------
Hospital
1 C2 C3 C1
2 C3 C1 C2
3 C1 C2 C3
------------------------------

216
------------------------------
Drug 1 2 3
------------------------------
Hospital
1 C2 C3 C1
2 C3 C1 C2
3 C1 C2 C3
------------------------------
BLOCK 1

--------------------------------------------------
Drug 1 2 3 Total
--------------------------------------------------
Hospital
1 2.750 10.750 3.500 5.667
2 8.250 2.250 1.250 3.917
3 1.500 1.500 2.250 1.750
Total 4.167 4.833 2.333 4.278
--------------------------------------------------
BLOCK 2

--------------------------------------------------
Drug 1 2 3 Total
--------------------------------------------------
Hospital
1 9.250 2.250 3.250 4.917
2 3.750 4.500 11.750 6.667
3 2.500 3.250 2.500 2.750
Total 5.167 3.333 5.833 4.278
--------------------------------------------------
--------------------------------------------------
Category 1 2 3 Total
--------------------------------------------------
2.917 4.958 4.958 4.278
--------------------------------------------------
Notice that the interactions with Factor D are obtained. The residual however indicates that some of the other
interactions confounded with the main factors may be significant and, again, we do not know the portion of the
differences among the main effects that are potentially due to interactions among A, B, and C.
The file “LatinSqr3.LAZ” contains an example of data for the Plan 3 analysis. Following the previous
plans, we show below the specifications for the analysis and results from analyzing this data:
217
Fig. 6.14 Another Latin Square (Plan 3) Dialog Form
-----------------------------------------------------------
-----------------------------------------------------------
Factor A 26.963 2 13.481 3.785 0.027
Factor B 220.130 2 110.065 30.902 0.000
Factor C 213.574 2 106.787 29.982 0.000
Factor D 19.185 2 9.593 2.693 0.074
A x B 49.148 4 12.287 3.450 0.012
A x C 375.037 4 93.759 26.324 0.000
B x C 78.370 4 19.593 5.501 0.001
A x B x C 118.500 6 19.750 5.545 0.000
Within 288.500 81 3.562
Total 1389.407 107
-----------------------------------------------------------

------------------------------
Drug 1 2 3
------------------------------
Hospital
1 C1 C2 C3
2 C2 C3 C1
3 C3 C1 C2
------------------------------

------------------------------
Drug 1 2 3
------------------------------
218
Hospital
1 C2 C3 C1
2 C3 C1 C2
3 C1 C2 C3
------------------------------

------------------------------
Drug 1 2 3
------------------------------
Hospital
1 C3 C1 C2
2 C1 C2 C3
3 C2 C3 C1
------------------------------
BLOCK 1

--------------------------------------------------
Drug 1 2 3 Total
--------------------------------------------------
Hospital
1 2.750 1.250 1.500 1.833
2 3.250 4.500 2.500 3.417
3 10.250 8.250 2.250 6.917
Total 5.417 4.667 2.083 4.074
--------------------------------------------------
BLOCK 2

--------------------------------------------------
Drug 1 2 3 Total
--------------------------------------------------
Hospital
1 10.750 8.250 2.250 7.083
2 9.250 11.750 3.250 8.083
3 3.500 1.750 1.500 2.250
Total 7.833 7.250 2.333 4.074
--------------------------------------------------
BLOCK 3

--------------------------------------------------
Drug 1 2 3 Total
--------------------------------------------------
Hospital
1 3.500 2.250 1.500 2.417
2 2.250 3.750 2.500 2.833
3 2.750 1.250 1.500 1.833
Total 2.833 2.417 1.833 4.074
--------------------------------------------------
Means for each variable
--------------------------------------------------
Hospital 1 2 3 Total
219
--------------------------------------------------
3.778 4.778 3.667 4.074
--------------------------------------------------
--------------------------------------------------
Drug 1 2 3 Total
--------------------------------------------------
5.361 4.778 2.083 4.074
--------------------------------------------------
--------------------------------------------------
Category 1 2 3 Total
--------------------------------------------------
4.056 5.806 2.361 4.074
--------------------------------------------------
--------------------------------------------------
Block 1 2 3 Total
--------------------------------------------------
4.500 4.222 3.500 4.074
--------------------------------------------------
Here, the main effect of factor D is partially confounded with the ABC interaction.
Analysis of Greco-Latin Squares
The file labeled “LatinGreco.LAZ” contains sample data for a Greco-Latin design analysis.
The specifications for the analysis are entered as:
Fig. 6.15 Latin Square Design Form
220
The results are obtained as:
Greco-Latin Square Analysis (No Interactions)

-----------------------------------------------------------
-----------------------------------------------------------
Factor A 64.889 2 32.444 9.733 0.001
Factor B 64.889 2 32.444 9.733 0.001
Latin Sqr. 24.889 2 12.444 3.733 0.037
Greek Sqr. 22.222 2 11.111 3.333 0.051
Residual - - - - -
Within 90.000 27 3.333
Total 266.889 35
-----------------------------------------------------------
Experimental Design for Latin Square
------------------------------
B 1 2 3
------------------------------
A
1 C1 C2 C3
2 C2 C3 C1
3 C3 C1 C2
------------------------------
Experimental Design for Greek Square
------------------------------
B 1 2 3
------------------------------
A
1 C1 C2 C3
2 C3 C1 C2
3 C2 C3 C1
------------------------------

--------------------------------------------------
B 1 2 3 Total
--------------------------------------------------
A
1 4.000 6.000 7.000 5.667
2 6.000 12.000 8.000 8.667
3 7.000 8.000 10.000 8.333
Total 5.667 8.667 8.333 7.556
--------------------------------------------------
--------------------------------------------------
A 1 2 3 Total
--------------------------------------------------
5.667 8.667 8.333 7.556
--------------------------------------------------
--------------------------------------------------
B 1 2 3 Total
--------------------------------------------------
5.667 8.667 8.333 7.556
--------------------------------------------------
221
--------------------------------------------------
Latin 1 2 3 Total
--------------------------------------------------
6.667 7.333 8.667 7.556
--------------------------------------------------
--------------------------------------------------
Greek 1 2 3 Total
--------------------------------------------------
8.667 7.000 7.000 7.556
--------------------------------------------------
Notice that in the case of 3 levels that the residual degrees of freedom are 0 hence no term is shown for the residual
in this example. For more than 3 levels the test of the residuals provides a partial check on the assumptions of
negligible interactions. The residual is sometimes combined with the within cell variance to provide an over-all
estimate of variation due to experimental error.
222
Plan 5 Latin Square Design
The specifications for the analysis of the sample file “LatinPlan5.LAZ” is shown below:
Fig. 6.16 Latin Square Plan 5 Form
If you examine the sample file, you will notice that the subject Identification numbers (1,2,3,4) for the subjects in
each group are the same even though the subjects in each group are different from group to group. The same ID is
used in each group because they become “subscripts” for several arrays in the program. The results for our sample
data are shown below:
Greco-Latin Square Analysis (No Interactions)
-----------------------------------------------------------
-----------------------------------------------------------
Factor A 64.889 2 32.444 9.733 0.001
Factor B 64.889 2 32.444 9.733 0.001
Latin Sqr. 24.889 2 12.444 3.733 0.037
Greek Sqr. 22.222 2 11.111 3.333 0.051
Residual - - - - -
Within 90.000 27 3.333
Total 266.889 35
-----------------------------------------------------------

------------------------------
B 1 2 3
------------------------------
A
1 C1 C2 C3
2 C2 C3 C1
3 C3 C1 C2
------------------------------
Experimental Design for Greek Square
223
------------------------------
B 1 2 3
------------------------------
A
1 C1 C2 C3
2 C3 C1 C2
3 C2 C3 C1
------------------------------

--------------------------------------------------
B 1 2 3 Total
--------------------------------------------------
A
1 4.000 6.000 7.000 5.667
2 6.000 12.000 8.000 8.667
3 7.000 8.000 10.000 8.333
Total 5.667 8.667 8.333 7.556
--------------------------------------------------
--------------------------------------------------
A 1 2 3 Total
--------------------------------------------------
5.667 8.667 8.333 7.556
--------------------------------------------------
--------------------------------------------------
B 1 2 3 Total
--------------------------------------------------
5.667 8.667 8.333 7.556
--------------------------------------------------
--------------------------------------------------
Latin 1 2 3 Total
--------------------------------------------------
6.667 7.333 8.667 7.556
--------------------------------------------------
--------------------------------------------------
Greek 1 2 3 Total
--------------------------------------------------
8.667 7.000 7.000 7.556
--------------------------------------------------
Sums for ANOVA Analysis
Group (rows) times A Factor (columns) sums with 36 cases.
Variables
1 2 3 Total
1 14.000 19.000 18.000 51.000
2 15.000 18.000 16.000 49.000
3 14.000 21.000 18.000 53.000
Total 43.000 58.000 52.000 153.000
Group (rows) times B (cells Factor) sums with 36 cases.
Variables
1 2 3 Total
1 19.000 18.000 14.000 51.000
2 15.000 18.000 16.000 49.000
3 18.000 14.000 21.000 53.000
Total 52.000 50.000 51.000 153.000
224
Groups (rows) times Subjects (columns) matrix with 36 cases.
Variables
1 2 3 4 Total
1 13.000 11.000 13.000 14.000 51.000
2 10.000 14.000 10.000 15.000 49.000
3 13.000 9.000 17.000 14.000 53.000
Total 36.000 34.000 40.000 43.000 153.000
Latin Squares Repeated Analysis Plan 5 (Partial Interactions)
-----------------------------------------------------------
-----------------------------------------------------------
Betw.Subj. 20.083 11
Groups 0.667 2 0.333 0.155 0.859
Subj.w.g. 19.417 9 2.157
Within Sub 36.667 24

Factor A 9.500 2 4.750 3.310 0.060
Factor B 0.167 2 0.083 0.058 0.944
Factor AB 1.167 2 0.583 0.406 0.672
Error w. 25.833 18 1.435
Total 56.750 35
-----------------------------------------------------------

------------------------------
A (Col) 1 2 3
------------------------------
Group (row)
1 B3 B1 B2
2 B1 B2 B3
3 B2 B3 B1
------------------------------

--------------------------------------------------
A (Col) 1 2 3 Total
--------------------------------------------------
Group (row)
1 3.500 4.750 4.500 4.250
2 3.750 4.500 4.000 4.083
3 3.500 5.250 4.500 4.417
Total 3.583 4.833 4.333 4.250
--------------------------------------------------
--------------------------------------------------
A (Col) 1 2 3 Total
--------------------------------------------------
4.333 4.167 4.250 4.250
--------------------------------------------------
--------------------------------------------------
B (Cell) 1 2 3 Total
--------------------------------------------------
4.250 4.083 4.417 4.250
--------------------------------------------------
--------------------------------------------------
Group (row) 1 2 3 Total
--------------------------------------------------
4.250 4.083 4.417 4.250
--------------------------------------------------
LatinPlan6.LAZ is the name of a sample file which you can analyze with the Plan 6 option of the Latin squares
analysis procedure. Shown below is the specification form for the analysis of the data in that file:
225
Fig. 6.17 Latin Square Plan 6 Form
The results obtained when you click the OK button are shown below:
Latin Squares Repeated Analysis Plan 6
Group - C (rows) times A Factor (columns) sums with 36 cases.
Variables
1 2 3 Total
1 23.000 16.000 22.000 61.000
2 22.000 14.000 18.000 54.000
3 24.000 21.000 21.000 66.000
Total 69.000 51.000 61.000 181.000
Group - C (rows) times B (cells Factor) sums with 36 cases.
Variables
1 2 3 Total
1 16.000 22.000 23.000 61.000
2 22.000 14.000 18.000 54.000
3 21.000 24.000 21.000 66.000
Total 59.000 60.000 62.000 181.000
Group - C (rows) times Subjects (columns) matrix with 36 cases.
Variables
1 2 3 4 Total
1 16.000 14.000 13.000 18.000 61.000
2 12.000 13.000 14.000 15.000 54.000
3 18.000 19.000 11.000 18.000 66.000
Total 46.000 46.000 38.000 51.000 181.000
-----------------------------------------------------------
226
-----------------------------------------------------------
Factor C 6.056 2 3.028 1.346 0.308
Subj.w.g. 20.250 9 2.250

Factor A 13.556 2 6.778 2.259 0.133
Factor B 0.389 2 0.194 0.065 0.937
Residual 2.722 2 1.361 0.454 0.642
Error w. 54.000 18 3.000
Total 96.972 35
-----------------------------------------------------------

------------------------------
A (Col) 1 2 3
------------------------------
G C
1 1 B3 B1 B2
2 2 B1 B2 B3
3 3 B2 B3 B1
------------------------------

--------------------------------------------------
A (Col) 1 2 3 Total
--------------------------------------------------
Group+C
1 5.750 4.000 5.500 5.083
2 5.500 3.500 4.500 4.500
3 6.000 5.250 5.250 5.500
Total 5.750 4.250 5.083 5.028
--------------------------------------------------
--------------------------------------------------
A (Col) 1 2 3 Total
--------------------------------------------------
4.917 5.000 5.167 5.028
--------------------------------------------------
--------------------------------------------------
--------------------------------------------------
5.083 4.500 5.500 5.028
--------------------------------------------------
--------------------------------------------------
Group+C 1 2 3 Total
--------------------------------------------------
5.083 4.500 5.500 5.028
--------------------------------------------------
227
Plan 7 for Latin Squares
Shown below is the specification for analysis of the sample data file labeled LatinPlan7.LAZ and the results of the
analysis:
Fig. 6.18 Latin Squares Repeated Analysis Plan 7 (Superimposed Squares)
Latin Squares Repeated Analysis Plan 7 (superimposed squares)
Group (rows) times A Factor (columns) sums with 36 cases.
Variables
1 2 3 Total
1 23.000 16.000 22.000 61.000
2 22.000 14.000 18.000 54.000
3 24.000 21.000 21.000 66.000
Total 69.000 51.000 61.000 181.000
Group (rows) times B (cells Factor) sums with 36 cases.
Variables
1 2 3 Total
1 23.000 16.000 22.000 61.000
2 18.000 22.000 14.000 54.000
3 21.000 21.000 24.000 66.000
Total 62.000 59.000 60.000 181.000
228
Group (rows) times C (cells Factor) sums with 36 cases.
Variables
1 2 3 Total
1 23.000 22.000 16.000 61.000
2 14.000 22.000 18.000 54.000
3 21.000 21.000 24.000 66.000
Total 58.000 65.000 58.000 181.000
Group (rows) times Subjects (columns) sums with 36 cases.
Variables
1 2 3 4 Total
1 16.000 14.000 13.000 18.000 61.000
2 12.000 13.000 14.000 15.000 54.000
3 18.000 19.000 11.000 18.000 66.000
Total 46.000 46.000 38.000 51.000 181.000
Latin Squares Repeated Analysis Plan 7 (superimposed squares)
-----------------------------------------------------------
-----------------------------------------------------------
Groups 6.056 2 3.028 1.346 0.308
Subj.w.g. 20.250 9 2.250

Factor A 13.556 2 6.778 2.259 0.133
Factor B 0.389 2 0.194 0.065 0.937
Factor C 2.722 2 1.361 0.454 0.642
residual - 0 -
Error w. 54.000 18 3.000
Total 96.972 35
-----------------------------------------------------------

------------------------------
A (Col) 1 2 3
------------------------------
Group
1 BC11 BC23 BC32
2 BC22 BC31 BC13
3 BC33 BC12 BC21
------------------------------

--------------------------------------------------
A (Col) 1 2 3 Total
--------------------------------------------------
Group
1 5.750 4.000 5.500 5.083
2 5.500 3.500 4.500 4.500
3 6.000 5.250 5.250 5.500
Total 5.750 4.250 5.083 5.028
--------------------------------------------------
--------------------------------------------------
A (Col) 1 2 3 Total
--------------------------------------------------
5.750 4.250 5.083 5.028
--------------------------------------------------
--------------------------------------------------
--------------------------------------------------
229
5.167 4.917 5.000 5.028

--------------------------------------------------
--------------------------------------------------
C (Cell) 1 2 3 Total
--------------------------------------------------
4.833 5.417 4.833 5.028
--------------------------------------------------
--------------------------------------------------
Group 1 2 3 Total
--------------------------------------------------
5.083 4.500 5.500 5.028
--------------------------------------------------
Plan 9 Latin Squares
The sample data set labeled “LatinPlan9.LAZ” is used for the following analysis. The specification form shown
below has the variables entered for the analysis. When you click the OK button, the results obtained are as shown
following the form.
Fig. 6.19 Latin Squares Repeated Analysis Plan 9

ABC matrix
C level 1
1 2 3
1 13.000 3.000 9.000
2 6.000 9.000 3.000
3 10.000 14.000 15.000
230
C level 2
1 2 3
1 18.000 14.000 18.000
2 19.000 24.000 20.000
3 8.000 11.000 10.000
C level 3
1 2 3
1 17.000 12.000 20.000
2 14.000 13.000 9.000
3 15.000 12.000 17.000
AB sums with 27 cases.
Variables
1 2 3 Total
1 48.000 29.000 47.000 124.000
2 39.000 46.000 32.000 117.000
3 33.000 37.000 42.000 112.000
Total 120.000 112.000 121.000 353.000
AC sums with 27 cases.
Variables
1 2 3 Total
1 25.000 50.000 49.000 124.000
2 18.000 63.000 36.000 117.000
3 39.000 29.000 44.000 112.000
Total 82.000 142.000 129.000 353.000
BC sums with 27 cases.
Variables
1 2 3 Total
1 29.000 45.000 46.000 120.000
2 26.000 49.000 37.000 112.000
3 27.000 48.000 46.000 121.000
Total 82.000 142.000 129.000 353.000
RC sums with 27 cases.
Variables
231
1 2 3 Total
1 16.000 42.000 36.000 94.000
2 37.000 52.000 47.000 136.000
3 29.000 48.000 46.000 123.000
Total 82.000 142.000 129.000 353.000
Group totals with 27 valid cases.
Variables 1 2 3 4 5
16.000 37.000 29.000 42.000 52.000
Variables 6 7 8 9 Total
48.000 36.000 47.000 46.000 353.000
Subjects sums with 27 valid cases.
Variables 1 2 3 4 5
7.000 9.000 14.000 28.000 15.000
Variables 6 7 8 9 10
21.000 16.000 21.000 22.000 30.000
Variables 11 12 13 14 15
28.000 19.000 10.000 19.000 23.000
Variables 16 17 18 Total
25.000 28.000 18.000 0.000
Computation Terms
Term1 = 1538.383
term2 = 2811.000
term3 = 1541.074
term4 = 1540.185
term5 = 1612.185
term6 = 1581.889
term7 = 1712.556
term8 = 1619.667
term9 = 1769.667
term10 = 2575.000
term11 = 1651.000
term12 = 1572.630
-----------------------------------------------------------
-----------------------------------------------------------
Betw.Subj. 1036.617 26
Factor C 73.802 2 36.901 0.719 0.501
Rows 34.247 2 17.123 0.334 0.721
C x row 4.568 4 1.142 0.022 0.999
Subj.w.g. 924.000 18 51.333

Factor A 2.691 2 1.346 0.413 0.665
232
Factor B 1.802 2 0.901 0.277 0.760

Factor AC 97.679 4 24.420 7.492 0.000
Factor BC 5.679 4 1.420 0.436 0.782
AB prime 4.765 2 2.383 0.731 0.488
ABC prime 6.049 4 1.512 0.464 0.762
Error w. 117.333 36 3.259
Total 1272.617 80
------------------------------
FactorA 1 2 3
------------------------------
Group
1 B2 B3 B1
2 B1 B2 B3
3 B3 B1 B2
4 B2 B3 B1
5 B1 B2 B3
6 B3 B1 B2
7 B2 B3 B1
8 B1 B2 B3
9 B3 B1 B2
Means for ANOVA Analysis
ABC matrix
C level 1
1 2 3
1 4.333 1.000 3.000
2 2.000 3.000 1.000
3 3.333 4.667 5.000
C level 2
1 2 3
1 6.000 4.667 6.000
2 6.333 8.000 6.667
3 2.667 3.667 3.333
C level 3
1 2 3
1 5.667 4.000 6.667
2 4.667 4.333 3.000
3 5.000 4.000 5.667
AB Means with 81 cases.
Variables
1 2 3 4
1 5.333 3.222 5.222 4.593
233
2 4.333 5.111 3.556 4.333

3 3.667 4.111 4.667 4.148
Total 4.444 4.148 4.481 4.358
AC Means with 81 cases.
Variables
1 2 3 4
1 2.778 5.556 5.444 4.593
2 2.000 7.000 4.000 4.333
3 4.333 3.222 4.889 4.148
Total 3.037 5.259 4.778 4.358
BC Means with 81 cases.
Variables
1 2 3 4
1 3.222 5.000 5.111 4.444
2 2.889 5.444 4.111 4.148
3 3.000 5.333 5.111 4.481
Total 3.037 5.259 4.778 4.358
RC Means with 81 cases.
Variables
1 2 3 4
1 1.778 4.667 4.000 3.481
2 4.111 5.778 5.222 5.037
3 3.222 5.333 5.111 4.556
Total 3.037 5.259 4.778 4.358
Group Means with 81 valid cases.
Variables 1 2 3 4 5
1.778 4.111 3.222 4.667 5.778
Variables 6 7 8 9 Total
5.333 4.000 5.222 5.111 4.358
Subjects Means with 81 valid cases.
Variables 1 2 3 4 5
2.333 3.000 4.667 9.333 5.000
234
Variables 6 7 8 9 10
7.000 5.333 7.000 7.333 10.000
Variables 11 12 13 14 15
9.333 6.333 3.333 6.333 7.667
Variables 16 17 18 Total
8.333 9.333 6.000 4.358
Analysis of Variance Using Multiple Regression Methods
A Comparison of ANOVA and Regression
In one-way analysis of variance with Fixed Effects, the model that describes the expected Y score is
usually given as
Yi,j = μ + αj + ei,j (6.27)
where Yi,j is the observed dependent variable score for subject i in treatment group j,
μ is the population mean of the Y scores,
αj is the effect of treatment j, and
ei,j is the deviation of subject i in the jth treatment group from the population mean for that group.
The above equation may be rewritten with sample estimates as
_ _ _
Y'i,j = Y.. + (Y.j - Y..) (6.28)
For any given subject then, irrespective of group, we have
_ _ _ _ _
Y'i = Y.. + (Y.1 - Y..)X1 + ... + (Y.k - Y..)Xk (6.29)
where Xj is 1 if the subject is in the group, otherwise 0.

_ _ _
If we let B0 = Y.. and the effects (Y.j - Y..) be Bj for any group, we may rewrite the above equation as
Y'i = B0 + B1X1 + ... + BkXk (6.30)
This is, of course, the general model for multiple regression! In other words, the model used in ANOVA may be
directly translated to the multiple regression model. They are essentially the same model!
You will notice that in this model, each subject has K predictors X. Each predictor is coded a 1 if the
subject is in the group, otherwise 0. If we create a variable for each group however, we do not have independence of
the predictors. We lack independence because one group code is redundant information with the K-1 other group
codes. For example, if there is only two groups and a subject is in group 1, then X1 = 1 and X2 MUST BE 0 since an
individual cannot belong in both groups. There are only K-1 degrees of freedom for group membership - if an
individual is not in groups 1 up to K we automatically know they belong to the Kth group. In order to use multiple
regression, the predictor variables must be independent. For this reason, the number of predictors is restricted to one
235
less than the number of groups. Since all αj effects must sum to zero, we need only know the first K-1 effects - the
last can be obtained by subtraction from 1 - Σ αj where j = 1,..,K-1.
We also remember that
_ _ _
B0 = Y.. - (B1X1 + ... + BkXk). (6.31)
Effect Coding
In order for B0 to equal the grand mean of the Y scores, we must restrict our model in such a way that the
sum of the products of the X means and regression coefficients equals zero. This may be done by use of "effect"
coding. In this method there are K-1 independent variables for each subject. If a subject is in the group
corresponding to the jth variable, he or she has a score X j = 1 otherwise the score is Xj = 0. Subjects in the Kth
group do not have a corresponding X variable so they receive a score of _1 in all of the group codes.
As an example, assume that you have 5 subjects in each of three groups. The "effect" coding of predictor
variables would be
SUBJECT Y CODE 1 CODE 2
01 5 1 0
02 8 1 0
03 4 1 0 (Group 1)
04 7 1 0
05 3 1 0
06 4 0 1
07 6 0 1
08 2 0 1 (Group 2)
09 9 0 1
10 4 0 1
11 3 -1 -1
12 6 -1 -1
13 5 -1 -1 (Group 3)
14 9 -1 -1
15 4 -1 -1
You may notice that the mean of X1 and of X2 are both zero. The cross-products of X1X2 is n3, the size of
the last group.
If we now perform a multiple regression analysis as well as a regular ANOVA for the data above, we will
obtain the following results:
-------------------------------------------------------
SOURCE DF SS MS F PROB>F
------------------------------------------------------------------
Full Model 2 0.533 0.267 0.048 0.953
Groups 2 0.533 0.267 0.048 0.953
Residual 12 66.400 5.533
Total 14 66.933
_______________________________________________________
R2 = 0.008
_______________________________________________________
236
You will note that the SSgroups may be obtained from either the ANOVA printout or the SS reg in the Multiple
Regression analysis. The SSerror is the same in both analyses as is the total sum of squares.
Orthogonal Coding
While effect coding provides the means of directly estimating the effect of membership in levels or
treatment groups, the correlations among the independent variables are not zero, thus the inverse of that matrix may
be difficult if done by hand. Of greater interest however, is the ability of other methods of data coding that permits
the research to pre-specify contrasts or comparisons among particular treatment groups of interest. The method of
orthogonal coding has several benefits:
I. The user can pre-plan comparisons among selected groups or treatments, and
II. the inter-correlation matrix is a diagonal matrix, that is, all off-diagonal values are zero. This results in a solution
for the regression coefficients which can easily be calculated by hand.
When orthogonal coding is utilized, there are K-1possible orthogonal comparisons in each factor. For
example, if there are four treatment levels of Factor A, there are 3 possible orthogonal comparisons that may be
made among the treatment means. To illustrate orthogonal coding, we will utilize the same example as before. The
previous effect coding will be replaced by orthogonal coding as illustrated in the data below:
SUBJECT Y CODE 1 CODE 2
01 5 1 1
02 8 1 1
03 4 1 1 (Group 1)
04 7 1 1
05 3 1 1
06 4 -1 1
07 6 -1 1
08 2 -1 1 (Group 2)
09 9 -1 1
10 4 -1 1
11 3 0 -2
12 6 0 -2
13 5 0 -2 (Group 3)
14 9 0 -2
15 4 0 -2
Now notice that, as before, the sum of the values in each coding vector is zero. Also note that, in this case, the
product of the coding vectors is also zero. (Multiply the code values of two vectors for each subject and add up the
products - they should sum to zero.) Vector 1 above (Code 1) represents a comparison of treatment group 1 with
treatment group 2. Vector 2 represents a comparison of groups 1 AND 2 with group 3.
Now let us look at coding for, say, 5 treatment groups. The coding vectors below might be used to obtain
orthogonal contrasts:
GROUP VECTOR 1 VECTOR 2 VECTOR 3 VECTOR 4

1 1 1 1 1
2 -1 1 1 1
3 0 -2 1 1
4 0 0 -3 1
237
5 0 0 0 -4
As before, the sum of coefficients in each vector is zero and the product of any two vectors is also zero.
This assumes that there are the same number of subjects in each group. If groups are different in size, one may use
additional multipliers based on the proportion of the total sample found in each group. The treatment group number
in the left column may, of course, represent any one of the treatment groups thus it is possible to select a specific
comparison of interest by assigning the treatment groups in the order necessary to obtain the comparison of interest.
Return now to the previous example. The results from the regression analysis program as well as the
ANOVA program are presented in the Fig.s below. The first Fig. presents the inter-correlation matrix among the
variables. Notice that the inter-correlations among the coding vectors are zero. The next Fig. presents the R2 and
the summary of regression coefficients. Multiplication of the R2 times the sum of squares for the dependent variable
will yield the sum of squares for regression. This will equal the sum of squares for groups in the subsequent
ANOVA results table. By use of orthogonal vectors, we may also note that the regression coefficients are simply
the correlation of each vector with the dependent variable. Multiplication of the squared regression coefficients
times the sum of squares total will therefore give the sum of squares due to each contrast. The total sum of squares
for groups is simply the sum of the sum of squares for each contrast! The test of departure of the regression
coefficients from zero is a test of significance for the contrast in the corresponding coding vector. The a priori
specified contrasts, unlike post-hoc comparisons maintain the selected alpha rate and more power. Hence,
sensitivity to true population treatment effects are more likely to be detected by the planned comparison than by a
post-hoc comparison.
Dummy Coding
Effect and orthogonal coding methods both resulted in code vectors which summed to zero across the
subjects. In each of those cases, the constant B 0 estimates the population mean since it is the grand mean of the
sample (see equation 9). Both methods of coding also resulted in the same squared multiple correlation coefficient
R2 indicating that the proportion of variance explained by both methods is the same.
Another method of coding which is popular is called "dummy" coding. In this method, K-1 vectors are also
created for the coding of membership in the K treatment groups. However, the sum of the coded vectors do not add
to zero as in the previous two methods. In this coding scheme, if a subject is a member of treatment group 1, the
subject receives a code of 1. All other treatment group subjects receive a code of 0. For a second vector (where
there are more than two treatment groups), subjects that are in the second treatment group are coded with a 1 and all
other treatment group subjects are coded 0. This method continues for the K-1 groups. Clearly, members of the last
treatment group will have a code of zero in all vectors. The coding of members in each of five treatment groups is
illustrated below:
GROUP VECTOR 1 VECTOR 2 VECTOR 3 VECTOR 4
1 1 0 0 0
2 0 1 0 0
3 0 0 1 0
4 0 0 0 1
5 0 0 0 0
With this method of coding, like that of effect coding, there will be correlations among the coding vectors
which differ from zero thus necessitating the computation of the inverse of a symmetric matrix rather than a
diagonal matrix. Never the less, the squared multiple correlation coefficient R2 will be the same as with the other
coding methods and therefore the SSreg will again reflect the treatment effects. Unfortunately, the resulting
regression coefficients reflect neither the direct effect of each treatment or a comparison among treatment groups.
In addition, the constant B0 reflects the mean only of the treatment group (last group) which receives all zeroes in
the coding vectors. If however, the overall effects of treatment is the finding of interest, dummy coding will give the
same results.
238
Two Factor ANOVA by Multiple Regression
In the above examples of effect, orthogonal and dummy coding of treatments, we dealt only with levels of a
single treatment factor. We may, however, also analyze multiple factor designs by multiple regression using each of
these same coding methods. For example, a two-way analysis of variance using two treatment factors will typically
provide the test of effects for the A factor, the B factor and the interaction of the A and B treatments. We will
demonstrate the use of effect, orthogonal and dummy coding for a typical research design involving three levels of
an A treatment and four levels of a B treatment.
Example Design
Levels of Treatment B
_________________________________________
| 1 | 2 | 3 | 4 |
_________________________________________
Levels 1 | | | | |
|_________|_________|_________|_________|
of 2 | | | | |
|_________|_________|_________|_________|
Treatment 3 | | | | |
| | | | |
A ________________________________________
For effect coding in the above design, we apply effect codes to the A treatment levels first and then,
beginning again, to the B treatment levels independently of the A codes. Finally, we multiple each of the code
vectors of the A treatments times each of the code vectors of the B treatment to create the interaction vectors. The
vectors below illustrate this for the above design:
A B A x B
X1 X2 X 3 X 4 X5 X6 X7 X8 X9 X10 X11
_____ ________ ____________________________
ROW COL A1 A2 B 1 B 2 B3 A1B1 A1B2 A1B3 A2B1 A2B2 A2B3
1 1 1 0 1 0 0 1 0 0 0 0 0
1 2 1 0 0 1 0 0 1 0 0 0 0
1 3 1 0 0 0 1 0 0 1 0 0 0
1 4 1 0 -1 -1 -1 -1 -1 -1 0 0 0
2 1 0 1 1 0 0 0 0 0 1 0 0
2 2 0 1 0 1 0 0 0 0 0 1 0
2 3 0 1 0 0 1 0 0 0 0 0 1
2 4 0 1 -1 -1 -1 0 0 0 -1 -1 -1
239
3 1 -1 -1 1 0 0 -1 0 0 -1 0 0
3 2 -1 -1 0 1 0 0 -1 0 0 -1 0
3 3 -1 -1 0 0 1 0 0 -1 0 0 -1
3 4 -1 -1 -1 -1 -1 1 1 1 1 1 1
If you add the values in any one of the vectors above you will see they sum to zero. In addition, the
product of any two vectors selected from a combination of treatment A, B or AxB sets will also be zero! With effect
coding, the treatment effect vectors from one factor are orthogonal (uncorrelated) with the treatment effect vectors
of the other factor as well as the interaction effect vectors. The effect vectors within each treatment or interaction
are not, however, orthogonal.
With effect coding, we may "decompose" the R2 for the full model into the three separate parts, that is
R2y.1 2 3 4 5 6 7 8 9 10 11 = R2y.1 2 + R2y.3 4 5 + R2y.6 7 8 9 10 11 (6.32)
since the A, B and AxB effects are orthogonal.
Again, the regression coefficients directly report the effect of treatment group membership, that is, B 1 is the
effect of treatment group 1 in the A factor and B2 is the effect of treatment group 2 in the A factor. The effect of
treatment group 3 in the A factor can be obtained as
α3 = 1 - Σ(α1 +α2) = 1 - (B1 + B2) (6.33)
since the sum of effects is constrained to equal zero. Similarly, B 3 estimates β1, B4 estimates β2 and B5 estimates the
B factor effect β3 for column 3. The effect of column four is also obtained as before, that is,
β4 = 1 - (B3 + B4 + B5). (6.34)
ij, may be obtained from the regression coefficients corresponding to the

interaction vectors. In this example, B 6 estimates αβ11, B7 estimates αβ12, B8 estimates αβ13, B9 estimates αβ21, B10
estimates αβ22 and B11 estimates αβ23. Since the sum of the interaction effects in any row or column must be zero,
we can determine estimates for the cells in rows 1 and 2 of column 4 as follows:
αβ14 = 1 - (B6 + B7 + B8) and (6.35)
αβ24 = 1 - (B9 + B10 + B11). (6.36)
We may also utilize orthogonal coding vectors within each treatment factor as we did for effect coding above.
The same two-factor design above could utilize the vectors below:
A B A x B
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11
_____ ________ ____________________________
ROW COL A1 A2 B1 B2 B3 A1B1 A1B2 A1B3 A2B1 A2B2 A2B3
1 1 1 1 1 1 1 1 1 1 1 1 1
1 2 1 1 -1 1 1 -1 1 1 -1 1 1
1 3 1 1 0 -2 1 0 -2 1 0 -2 1
240
1 4 1 1 0 0 -3 0 0 -3 0 0 -3
2 1 -1 1 1 1 1 -1 -1 -1 1 1 1
2 2 -1 1 -1 1 1 1 -1 -1 -1 1 1
2 3 -1 1 0 -2 1 0 2 -1 0 -2 1
2 4 -1 1 0 0 -3 0 0 3 0 0 -3
3 1 0 -2 1 1 1 0 0 0 -2 -2 -2
3 2 0 -2 -1 1 1 0 0 0 2 -2 -2
3 3 0 -2 0 -2 1 0 0 0 0 4 -2
3 4 0 -2 0 0 -3 0 0 0 0 0 6
As before, the sum of each vector is zero. This time however, the product of vectors within each factor as
well as between factors and interaction are zero. All vectors are orthogonal to one another. The inter-correlation
matrix is therefore a diagonal matrix and easily inverted by hand. The R 2 for the full model may be easily
decomposed into the sum of squared simple correlations between the dependent and independent score vectors, that
is
R2y.1 2 3 4 5 6 7 8 9 10 11 =
r2y.1 + r2y.2 + (row effects)
r2y.3 + r2y.4 + r2y.5 + (column effects)
r2y.6 + r2y.7 + r2y.8 + r2y.9 + r2y.10 + r2y.11 (interaction effects) (6.37)
The regression coefficients obtained with orthogonal coding vectors represent planned comparisons among
treatment means. Using the coding vectors for this example, the B 1 coefficient would represent the comparison of
row 1 mean with row 2 mean. B2 would represent the contrast of row 3 mean with the combination of rows 1 and 2.
The coefficients B3, B4 and B5 similarly contrast column means. The contrasts represented by the interaction vectors
will reflect comparisons among specific cell combinations. For example, B 7 above will reflect a contrast of the
combined cells in row 1 column 1 and row 2 column 2 with the combined cells of row 1 column 2 and row 2 column
1.
Analysis of Covariance By Multiple Regression Analysis
In the previous sections we have examined methods for coding nominal variables of analysis of variance
designs to explain the variance of the continuous dependent variable. We may, however, also include one or more
independent variables that are continuous and expected to have the same correlation with the dependent variable in
each treatment group population. As an example, assume that the two-way ANOVA design discussed in the
previous section represents an experiment in which Factor A represent three type of learning reinforcement (positive
only, negative only and combined positive and negative) while Factor B represents four types of learning situations
(CAI, teacher led, self instruction, and peer tutor). Assume the dependent variable is a standardized measure of
Achievement in learning the French language. Finally, assume the treatment groups are exposed to the treatments
for a sufficiently long period of time to produce measurable achievement by most students and that the students have
been randomly assigned to the treatment groups. It may occur to the reader that achievement in learning a new
241
language might be related to general intelligence as measured, say, by the Stanford-Binet Intelligence Test as well as
related to prior English achievement measured by a standardized achievement test in English. Variation in IQ and
English achievement of subjects in the treatment groups may explain a portion of the within treatment cell variance.
We prefer to have the within cell variance as small as possible since it is the basis of the mean squared residual used
in the F tests of our treatment effects. To accomplish this, we can first extract that portion of total dependent score
variance explained by IQ and English achievement before examining that portion of the remaining variance
explainable by our main treatment effects. Assume therefore, that in addition to the eleven vectors representing
Factor A level effects, Factor B level effects and Factor interaction effects, we include X12 and X13 predictors of IQ
and English. Then the proportion of variance for Factor A effects controlling for IQ and English is
R2y.1 2 3 4 5 6 7 8 9 10 11 12 13 - R2y.3 4 5 6 7 8 9 10 11 12 13
The proportion of French achievement variance due to Factor B treatments controlling for IQ and English would be
R2y.1 2 3 4 5 6 7 8 9 10 11 12 13 - R2y.1 2 6 7 8 9 10 11 12 13
and the proportion of variance due to interaction of Factor A and Factor B controlling for IQ and English would be
R2y.1 2 3 4 5 6 7 8 9 10 11 12 13 - R2y.1 2 3 4 5 12 13
In each of the above, the full model contains all predictors while the restricted model contains all variables except
those of the effects being evaluated. The F statistic for testing the hypothesis of equal treatment effects is
R2full - R2restricted N - Kf - 1
F = ___________________ . _________ (6.38)
1.0 - R2full Kf - Kr
where Kf is the number of predictors in the full model, and
Kr is the number of predictors in the restricted model.
The numerator and denominator degrees of freedom for these F statistics is (K f - Kr) and
(N - Kf - 1) respectively.
Analysis of Covariance assumes homogeneity of covariance among the treatment groups (cells) in the
populations from which the samples are drawn. If this assumption holds, the interaction of the covariates with the
main treatment factors (A and B in our example) should not account for significant variance of the dependent
variable. You can explicitly test this assumption therefore by constructing a full model which has all of the
previously included independent variables plus prediction vectors obtained by multiplying each of the treatment
level vectors times each of the covariates. In our above example, for instance, we would multiply each of the first
five vectors times both IQ and English vectors (X12 and X13) resulting in a full model with 10 more variables (23
predictors in all).
The R2 from our previous full model would be subtracted from the R 2 for this new full model to determine
the proportion of variance attributable to heteroscedasticity of the covariance among the treatment groups. If the F
statistic for this proportion is significant, we cannot employ the analysis of covarance model. The implication would
be that somehow, IQ and prior English achievement interacts differently among the levels of the treatments. Note
that in testing this assumption of homogeneity of covariance, we have a fairly large number of variables in the
regression analysis. To obtain much power in our F test, we need a considerable number of subjects. Several
hundred subjects would not be unreasonable for this study, i.e. 25 subjects per each of the eight treatment groups!
Sums of Squares by Regression
The General Linear Model
242
We have seen in the above discussion that the multiple regression method may be used to complete an
analysis of variance for a single dependent variable. The model for multiple regression is:
k
yi   B j X j ei
j 1 (6.39)
where the jth B value is a coefficient multiplied times the jth independent predictor score, Y is the observed
dependent score and e is the error (difference between the observed and the value predicted for Y using the sum of
weighted independent scores.)
In some research it is desirable to determine the relationship between multiple dependent variables and
multiple independent variables. Of course, one could complete a multiple regression analysis for each dependent
variable but this would ignore the possible relationships among the dependent variables themselves. For example, a
teacher might be interested in the relationship between the sub-scores on a standardized achievement test
(independent variables) and the final examination results for several different courses (dependent variables.) Each
of the final examination scores could be predicted by the sub-scores in separate analyses but most likely the interest
is in knowing how well the sub-scores account for the combined variance of the achievement scores. By assigning
weights to each of the dependent variables as well as the independent variables in such a way that the composite
dependent score is maximally related to the composite independent score we can quantify the relationship between
the two composite scores. We note that the squared product-moment correlation coefficient reflects the proportion
of variance of a dependent variable predicted by the independent variable.
We can express the model for the general linear model as:
YM  BX  E (6.40)
where Y is an n (the number of subjects) by m (the number of dependent variables) matrix of dependent variable
values, M is a m by s (number of coefficient sets), X is a n by k (the number of independent variables) matrix, B is a
k by s matrix of coefficients and E is a vector of errors for the n subjects.
The General Linear Model (GLM) procedure is an analysis procedure that encompasses a variety of
analyses. It may incorporate multiple linear regression as well as canonical correlation analysis as methods for
analyzing the user's data. In some commercial statistics packages the GLM method also incorporates non-linear
analyses, maximum-likelihood procedures and a variety of tests not found in the current version of this model. The
version in LazStats is currently limited to a single dependent variable (continuous measure.) You should complete
analyses with multiple dependent variables with the Canonical Correlation procedure.
One can complete a variety of analyses of variance with the GLM procedure including multiple factor
ANOVA and repeated and mixed model ANOVAs.
The output of the GLM can be somewhat voluminous in that the effects of treatment variables and
covariates are analyzed individually by comparing regression models with and without those variables.
Analysis of Variance Using Multiple Regression Methods
An Example of an Analysis of Covariance
We will demonstrate the analysis of covariance procedure using multiple regression by loading the file
labeled “Ancova2.LAZ”. In this file we have a treatment group code for four groups, a dependent variable (X) and
two covariates (Y and Z.) The procedure is started by selection the “Analysis of Covariance by Regression” option
in the Comparisons sub-menu under the Statistics menu. Shown below is the completed specification form for our
analysis:
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Fig. 6.20 Analysis of Covariance Form
When we click the Compute button, the following results are obtained:
ANALYSIS OF COVARIANCE USING MULTIPLE REGRESSION
File Analyzed: C:\Users\wgmiller\LazStats\LazStatsData\ANCOVA2.LAZ
Model for Testing Assumption of Zero Interactions with Covariates
Correlation Matrix with 40 cases.
Variables
Y Z A1 A2 A3
Y 1.000 0.547 -0.199 0.062 0.212
Z 0.547 1.000 -0.154 -0.048 -0.077
A1 -0.199 -0.154 1.000 0.500 0.500
A2 0.062 -0.048 0.500 1.000 0.500
A3 0.212 -0.077 0.500 0.500 1.000
YxA1 -0.196 -0.157 0.989 0.519 0.519
YxA2 0.079 -0.045 0.487 0.988 0.487
YxA3 0.221 -0.080 0.472 0.472 0.990
ZxA1 -0.188 -0.210 0.968 0.510 0.510
ZxA2 0.061 -0.107 0.493 0.970 0.493
ZxA3 0.190 -0.102 0.495 0.495 0.964
X 0.697 0.653 0.088 0.018 0.053
Variables
YxA1 YxA2 YxA3 ZxA1 ZxA2
Y -0.196 0.079 0.221 -0.188 0.061
Z -0.157 -0.045 -0.080 -0.210 -0.107
A1 0.989 0.487 0.472 0.968 0.493
A2 0.519 0.988 0.472 0.510 0.970
A3 0.519 0.487 0.990 0.510 0.493
YxA1 1.000 0.516 0.501 0.980 0.522
YxA2 0.516 1.000 0.469 0.508 0.980
YxA3 0.501 0.469 1.000 0.493 0.476
ZxA1 0.980 0.508 0.493 1.000 0.543
ZxA2 0.522 0.980 0.476 0.543 1.000
ZxA3 0.524 0.493 0.972 0.545 0.527
X 0.069 0.029 0.056 0.069 0.020
Variables
ZxA3 X
Y 0.190 0.697
Z -0.102 0.653
A1 0.495 0.088
A2 0.495 0.018
A3 0.964 0.053
YxA1 0.524 0.069
YxA2 0.493 0.029
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YxA3 0.972 0.056

ZxA1 0.545 0.069
ZxA2 0.527 0.020
ZxA3 1.000 0.038
X 0.038 1.000
Variables Y Z A1 A2 A3
17.550 14.675 0.000 0.000 0.000
Variables YxA1 YxA2 YxA3 ZxA1 ZxA2

-0.400 0.125 0.425 -0.400 -0.125
Variables ZxA3 X
-0.200 7.125
8.254 13.866 0.513 0.513 0.513

144.349 163.599 174.302 116.759 125.035
Variables ZxA3 X
124.113 4.163
2.873 3.724 0.716 0.716 0.716

12.015 12.791 13.202 10.806 11.182
Variables ZxA3 X
11.141 2.040
Analysis of Variance for the Model to Test Regression Homogeneity

SOURCE Deg.F. SS MS F Prob>F
Explained 11 121.43 11.04 7.550 0.0000
Error 28 40.94 1.46
Total 39 162.38
R Squared = 0.748
Model for Analysis of Covariance
Correlation Matrix with 40 cases.
Variables
Y Z A1 A2 A3
Y 1.000 0.547 -0.199 0.062 0.212
Z 0.547 1.000 -0.154 -0.048 -0.077
A1 -0.199 -0.154 1.000 0.500 0.500
A2 0.062 -0.048 0.500 1.000 0.500
A3 0.212 -0.077 0.500 0.500 1.000
X 0.697 0.653 0.088 0.018 0.053
Variables
X
Y 0.697
Z 0.653
245
A1 0.088
A2 0.018
A3 0.053
X 1.000
17.550 14.675 0.000 0.000 0.000
Variables X
7.125
8.254 13.866 0.513 0.513 0.513
Variables X
4.163
2.873 3.724 0.716 0.716 0.716
Variables X
2.040
Test for Homogeneity of Group Regression Coefficients

Change in R2 = 0.0462. F = 0.854 Prob.> F = 0.5398 with d.f. 6 and 28
R Squared = 0.702
Analysis of Variance for the ANCOVA Model

Explained 5 113.94 22.79 15.996 0.0000
Error 34 48.44 1.42
Total 39 162.38
Unadjusted Group Means for Group Variables Group
Variables
7.400 7.000 7.200 6.900
Intercepts for Each Group Regression Equation for Variable: Group
Inercepts with 40 valid cases.
Variables Group 1 Group 2 Group 3 Group 4

-2.489 -4.065 -4.363 -4.028
Adjusted Group Means for Group Variables Group
Variables Group 1 Group 2 Group 3 Group 4

8.373 6.796 6.498 6.833
Multiple Comparisons Among Group Means
246
Comparison of Group 1 with Group 2

F = 8.017, probability = 0.008 with degrees of freedom 1 and 34
Test for Each Source of Variance - Type III SS

----------------------------------------------------------------------
----------------------------------------------------------------------
Cov0 1 38.11 38.11 26.754 0.0000
Cov1 1 12.50 12.50 8.778 0.0055
A 3 17.95 5.98 4.200 0.0124

----------------------------------------------------------------------
ERROR 34 48.44 1.42
----------------------------------------------------------------------
The results reported above begin with a regression model that includes group coding for the four groups
(A1, A2 and A3) and again note that the fourth group is automatically identified by members NOT being in one of
the first three groups. This model also contains the covariates X and Z as well as the cross-products of group
membership and covariates. By comparing this model with the second model created (one which leaves out the
cross-products of groups and covariates) we can assess the degree to which the assumptions of homogeneity of
covariance among the groups is met. In this particular example, the change in the R2 from the full model to the
restricted model was quite small and we conclude that the assumption of homogeneity of covariance is reasonable.
The analysis of variance model for the restricted model indicates that the X covariate is probably contributing
significantly to the explained variance of the dependent variable Y. The tests for each source of variance at the end
of the report confirms that not only are the covariates related to Y but that the group effects are also significant. The
comparisons of the group means following adjustment for the covariate effects indicate that group 1 differs from
groups 2 and 3 and that group 3 appears to differ from group 4.
247
Chapter 7. Multivariate Statistics
Canonical Correlation
Introduction
Canonical correlation analysis involves obtaining an index that describes the degree of relationship between two
variables, each of which is a weighted composite of other variables. We have already examined the situation of an
index between one variable and a weighted composite variable when we studied the multiple correlation coefficient
of chapter X. Using a form similar to that used in multiple regression analysis, we might consider:
βy1Y1 + βy2Y2 + .. + βymYm + βy = βx1X1 + .. + βxnXn + βx
as a model for the regression of the composite function Y c on the composite function Xc where
m n
Yc = Σ βyiYi and Xc = Σβ yjXj (7.1)
i=1 j=1
and the Y and X scores are in standardized form (z scores).
Using 'least-squares' criteria, we can maximize the simple product-moment correlation between Yc and Xc
by selecting coefficients (Betas) which minimize the residuals (e). As in multiple regression, this involves solving
partial derivatives for the β's on each side of the equation. The least-squares solution is more complicated than for
multiple regression and will not be covered in this text. (See T.W. Anderson, An Introduction to Multivariate
Analysis, 1958, chapter 12.)
Unfortunately for the beginning student, the canonical correlation analysis does not yield just one
correlation index (Rc), but in fact may yield up to m or n (whichever is smaller) independent coefficients. This is
because there are additional linear functions of the X's and Y's which may "explain" the residual varian y and
x not explained by the first set of βx and βy weights. Each set of these canonical functions explains an additional
portion of the common variance of the X and Y variables!
Before introducing the mathematics of obtaining these canonical correlations, the sets of corresponding
weights and statistical tests of significance, we need to have a basic understanding of the concept of roots and
vectors of a matrix.
Eigenvalues and Eigenvectors
A concept which occurs frequently in multivariate statistical analyses is the concept of eigenvalues (roots)
and associated eigenvectors. Canonical correlation, factor analysis, multivariate analysis of variance, discriminant
analysis, etc. utilize the roots and vectors of matrices in their solutions. To understand this concept, consider a k by
k matrix (e.g. a correlation matrix)[R] kxk . A basic problem in mathematical statistics is to find a k x 1 vector
(matrix) [E]j and a scalar (single value) yj such that
[R] [E] = y [E] where at least one element (7.2)

kxk kx1 j kx1
of [E] is not zero.

kx1
This equation may be rewritten as

248
[R] [E] - y [E] = [0]

kxk kx1 j kx1 kx1
or as ( [R] - y [I] ) [E] = [0] (7.3)

kxk j kxk kx1 kx1
If we were to solve this equation for [E] by multiplying both sides of the last equation by the inverse of the matrix in
the parenthesis (assuming the inverse exists), then [E] would be zero, a solution which violates our desire that at
least one element of [E] NOT be zero! Consequently, [E] will have a non-zero element only if the determinant of
( [R] - y [I] )
kxk j kxk
is zero. The equation
| [R] - y [I] | = 0 (7.4)

kxk j kxk
is called the characteristic equation. The properties of this equation have many applications in science and
engineering.
The vector [E]kx1 and the scalar yj in the equation (5.43) are the eigenvector and eigenvalue of the matrix [R] kxk
.
Eigenvalues and eigenvectors are also known as characteristic roots and vectors of a matrix. To
demonstrate that the eigenvalue is a root of a characteristic equation, consider the simple case of a 2x2 matrix such
as
| b11 b12 |
| b21 b22 |
The problem is to find the root yj in solving
|b11 b12| | e1 | |e1 |

| | . | | = yj | |
|b21 b22| | e2 | |e2 |
Using the determinant:
|b11 b12| |y 0 |
| |-| | = 0
|b21 b22| |0 y |
or
| |b11_y b12| |
|| || = 0
| |b21 b22_y| |
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This determinant has the solution
(b11 - y)(b22 - y) - b12 b21 = 0
or b11 b22 - yb22 - yb11 + y2 - b12 b21 = 0
or y2 - y(b22 + b11 ) + (b11 b22 - b12 b21 ) = 0
This is a quadratic equation with two roots y1 and y2 given by
.5 {(b22 + b11 ) +/- [(b22 + b11 )2 - 4(b11 b22 - b12 b21 ).5 }]
With the roots y1 and y2 evaluated, the elements e1 and e2 of the eigenvector can be solved from
|b11 b12| | e1| | e1|

| | | | = yj | |
|b21 b22| | e2| | e2|
which reduces to the equations (for each root):
b11 e1 + b12 e2 = y e1
b21 e1 + b22 e2 = y e2
and further reduces to
(b11 - y)e1 + b12 e2 = 0
b21e1 + (b22 - y)e2 = 0
Solving these last equations simultaneously for e1 and e2 will yield the elements of the eigenvector [E].
There will be an eigenvector for each eigenvalue. In the case of the 2x2 matrix, the complete solution will
be
|b11 b12| | e11 e12| | y1 0| | e11 e12|

| || |=| | | | (7.5)
|b21 b22| | e21 e22| | 0 y2| | e21 e22|
Every kxk matrix will have as many eigenvalues and eigenvectors as its order. Not all of the eigenvalues may be
nonzero. When a square matrix [R] is symmetric, its eigenvalues are all real and the associated eigenvectors are
orthogonal (products equal zero). If some of the eigenvalues are zero, we say that the RANK of the matrix is (k - p)
where p is the number of roots equal to zero. The TRACE of a symmetric matrix is the sum of the eigenvalues. The
determinant of the matrix is the product of all roots.
Other relationships obtainable from symmetric matrices are:
[R] [E] = [y] [E] (7.6)

kxk kxk kxk kxk
c[R] [E] = c[y] [E] where c is a constant.

kxk kxk kxk kxk
It may be pointed out that for any symmetric matrix and its eigenvalues there may be an infinite number of
associated eigenvector matrices. There is, however, at least one matrix of eigenvectors that is orthonormal. An
orthonormal matrix is one which when premultiplied by its transpose yields an identity matrix. If [E] is orthonormal
then:
250
[E]' [E] = [I] (7.7)

kxk kxk kxk
and [E]' = [E]-1 (7.8)

kxk kxk
The Canonical Analysis
In completing a canonical analysis, the inter-correlation matrix among all of the variables may be
partitioned into four sub-matrices as shown symbolically below. The [R11] matrix is the matrix of correlations
among the "left_hand" variables of the equation presented earlier. The [R 22] matrix is the correlations among the
"right_hand" variables of our model. [R12] are the inter-correlations among the left and right hand variables. [R21] is
the transpose of [R12].
|R11 | R12 |
[R] = | | | (7.9)
|R21 | R22 |
To start the canonical analysis, a product matrix is first formed by:
[Rp] = [R22]-1 [R21] [R11]-1 [R12] (7.10)
The equation
([Rp] - yj[I])vj = 0 (7.11)
where yj is the jth root and vj is the corresponding eigenvector is solved using the characteristic equation:
| [Rp] - yj[I] | = 0 (7.12)
with the restriction that
[V]'[R22][V] = [I] (7.13)
The canonical correlation 1Rc corresponding to the first linear relationship between the left hand variables
and the right hand variables is equal to the square root of the first root y1. In general, the jth canonical correlation is
obtained as:
jRc = √yj (7.14)
The canonical correlation may be interpreted as the product-moment correlation between a weighted composite of
the left-hand variables and a weighted composite of the right-hand variables.
Discriminant Function / MANOVA
Theory
Multiple discriminant function analysis is utilized to obtain a set of linear functions which maximally
discriminate (differentiate) among subjects belonging to several different groups or classifications. For example, an
investigator may want to develop equations which differentiate among successful occupational groups based on
responses to items of a questionnaire. The functions obtained may be written as:
251
Fj = Bj,1X1 + ... + Bj,mXm (7.15)

where
Xi represents an observed variable (i= 1..m),
Bj,i is a coefficient for the Xi variable from the
jth discriminant function
The coefficients of these discriminant functions are the normalized vectors corresponding to the roots obtained for
the matrix
[P] = [W]-1[A] (7.16)

where
[W]-1 is the inverse of the pooled within groups deviation score cross-products and
[A] is the among groups cross-products of deviations of group means from the grand mean (weighted by the group
size).
Once the discriminant functions are obtained, they may be used to classify subjects on the basis of their
continuous variables. The number of functions to be applied to each individual's set of X scores will be one less
than the number of groups or the number of X variables (whichever is less). Subjects are then classified into the
group for which their discriminant score has the highest probability of belonging.
Discriminant function analysis and Multivariate Analysis of Variance results are essentially identical. The
Wilk's Lambda statistic, the Rao F statistic and the Bartlett Chi-Squared statistic will yield the same inference
regarding significant differences among the groups. The discriminant functions may be used to obtain a plot of the
subjects in the discriminant space, that is, the Cartesian (orthogonal) space of the discriminant functions. By
examining these plots and the standardized coefficients which contribute the most to each discriminant function, you
can determine those variables which appear to best differentiate among the groups.
Cluster Analyses
Theory
Objects or people may form groups on the basis of similarity of scores on one or more variables. For
example, students in a school may form groups relatively homogeneous with regard to interests in music, athletics,
science, languages, etc. An investigator may not have "a priori" groups but rather, be interested in identifying
"natural" groupings based on similar score profiles. The Cluster programs of this chapter provide the capability of
combining subjects which have the most similar profile of scores.
Hierarchical Cluster Analysis
This procedure was adapted from the Fortran program provided by Donald J. Veldman in his 1967 book.
To begin, the sum of squared differences for each pair of subjects on K variables is calculated. If there are n
subjects, there are n * (n-1) / 2 pairings. That pair of subjects yielding the smallest sum of squared differences is
then combined using the average of the pair on each variable, forming a new "subject" or group. The process is
repeated with a new combination formed each time. Eventually, of course, all subjects are combined into a single
group. The decision as to when to stop further clustering is typically based on an "error" estimate which reflects the
variability of scores for subjects in groups. As in analysis of variance, the between group variability should be
significantly greater than the within group variability, if there are to be significant differences among the groups
formed.
When you begin execution of the program, you are asked to identify the variables in your data file that are
to be used in the grouping. You are also asked to enter the number of groups at which to begin printing the
members within each cluster. This may be any value from the total number of subjects down to 2. In practice, you
normally select the value of the "ideal" number of groups you expect or some slightly larger value so you can see the
252
increase in error which occurs as more and more of the groups and subjects are combined into new groups. You
may also specify the significance level necessary to end the grouping, for example, the value .05 is frequently used
in one-way ANOVA analyses when testing for significance. The value used is in fact referred to the F distribution
for an F approximation to a multivariate Wilk's Lambda statistic.
Path Analysis
Theory
Path analysis is a procedure for examining the inter-correlations among a set of variables to see if they are
consistent with a model of causation. A causal model is one in which the observed scores (events) of an object are
assumed to be directly or indirectly caused by one or more preceding events. For example, entrance to college may
be hypothesized to be a result of high achievement in high school. High achievement in high school may be the
result of parent expectations and the student's intelligence. Intelligence may be a result of parent intelligence, early
nutrition, and early environmental stimulation, etc., etc. . Causing and resultant variables may be described in a set
of equations. Using standardized z scores, the above example might be described by the following equations:
(1) z1 = e1 Parent intelligence

(2) z2 = P21z1 + e2 Child's nutrition
(3) z3 = P31z1 + P32z2 + e3 Child's intelligence
(4) z4 = P41z1 + e4 Parent expectations
(5) z5 = P53z3 + p54z4 + e5 School achievement
(6) z6 = P63z3 + P64z4 + P65z5 + e6 College GPA
In the above equations, the P's represent path coefficients measuring the strength of causal effect on the
resultant due to the causing variable z. In the above example, z1 has no causing variable and path coefficient. It is
called an exogenous variable and is assumed to have only external causes unknown in this model. The "e" values
represent contributions that are external and unknown for each variable. These external causes are assumed to be
uncorrelated and dropped from further computations in this model. By substituting the definitions of each z score in
a model like the above, the correlation between the observed variables can be expressed as in the following
examples:
r12 = z1z2 / n = P21 z1z1 / n = P21 (7.17)

r23 = z2z3 / n = P31P21 + P32 (7.18)
etc.
In other words, the correlations are estimated to be the sum of direct path coefficients and products of indirect path
coefficients. The path coefficients are estimated by the standardized partial regression coefficients (betas) of each
resultant variable on its causing variables. For example, coefficients P 31 and P32 above would be estimated by ß
31.2 and ß32.1 in the multiple regression equation
z3 = ß31.2z1 + ß32.1z2 + e3 (7.19)
If the hypothesized causal flow model sufficiently describes the interrelationships among the observed
variables, the reproduced correlation matrix using the path coefficients should deviate only by sampling error from
the original correlations among the variables.
When you execute the Path Analysis procedure in LazStats, you will be asked to specify the exogenous
and endogenous variables in your analysis. The program then asks you to specify, for each resultant (endogenous)
variable, the causing variables. In this manner you specify your total path model. The program then completes the
number of multiple regression analyses required to estimate the path coefficients, estimate the correlations that
would be obtained using the model path coefficients and compare the reproduced correlation matrix with the actual
correlations among the variables.
253
You may discover in your reading that this is but one causal model method. More complex methods
include models involving latent variables (such as those identified through factor analysis), correlated errors,
adjustments for reliability of the variables, etc. Structural model equations of these types are often analyzed using
the LISREL™ package found in commercial packages such as SPSS™ or SAS™.
Factor Analysis
The Linear Model
Factor analysis is based on the procedure for obtaining a new set of uncorrelated (orthogonal) variables,
usually fewer in number than the original set, that reproduces the co-variability observed among a set or original
variables. Two models are commonly utilized:
1. The principal components model wherein the observed score of an individual i on the jth variable Xi,j is
given as:
Xi,j = Aj,1Si,1 + Aj,2Si,2 + ....+ Aj,kSi,k + C (7.20)
where Aj,k is a loading of the kth factor on variable j,

Si,k is the factor score of the ith individual on the kth factor and
C is a constant.
The Aj,k loadings are typically least-squares regression coefficients.
2. The common factor model assumes each variable X may contain some unique component of variability among
subjects as well as components in common with other variables. The model is:
Xi,j = Aj,1Si,1 + .... + Aj,kSi,k + Aj,uSi,u (7.21)
The above equation may also be expressed in terms of standard z scores as:
zi,j = aj,1Si,1 + .... + aj,kSi,k + aj,uSi,u (7.22)
Since the average of standard score products for the n cases is the product-moment correlation coefficient,
the correlation matrix among the j observed variables may be expressed in matrix form as:
[R] = [F] [F]' - [U]2 (7.23)

jxj jxk kxj jxj (array sizes k <= j)
The matrix [F] is the matrix of factor loadings or correlations of the k theoretical orthogonal variables with
the j observed variables. The [U] matrix is a diagonal matrix with unique loadings on the diagonal.
The factor loadings above are the result of calculating the eigenvalues and associated vectors of the
characteristic equation:
| [R] - [U]2 - [I] | (7.24)
where the lambda values are eigenvalues (roots) of the equation.
When you execute the Factor Analysis Program in LazStats, you are asked to provide information
necessary to complete an analysis of your data file. You enter the name of your file and identify the variables to
analyze. If you elect to send output to the printer, be sure the printer is on when you start. You will also be asked to
254
specify the type of analysis to perform. The principle components method, a partial image analysis, a Guttman
Image Analysis, a Harris Scaled Image Analysis, a Canonical Factor Analysis or an Alpha Factor Analysis may be
elected. Selection of the method depends on the assumptions you make concerning sampling of variables and
sampling of subjects as well as the theory on which you view your variables. You may request a rotation of the
resulting factors which follows completion of the analysis of the data,. The most common rotation performed is the
Varimax rotation. This method rotates the orthogonal factor loadings so that the loadings within each factor are
most variable on the average. This tends to produce "simple structure", that is, factors which have very high or very
low loadings for the original variables and thus simplifies the interpretation of the resulting factors. One may also
elect to perform a Procrustean rotation whereby the obtained factor loadings are rotated to be maximally congruent
with another factor loading matrix. This second set of loadings which is entered by the user is typically a set which
represents some theoretical structure of the original variables. One might, however, obtain factor loadings for
males and females separately and then rotate one solution against the other to see if the structures are highly similar
for both sexes.
An Example: We will use the cansas.laz file and analyze the relationship between the three predictor variables
weight, waist and pulse with the dependent variables chins, situps and jumps.
Fig. 7.1 The Cannonical Correlation Dialog

CANONICAL CORRELATION ANALYSIS
Left Correlation Matrix with 20 cases.
Variables
weight waist pulse
weight 1.000 0.870 -0.366
waist 0.870 1.000 -0.353
pulse -0.366 -0.353 1.000
Right Correlation Matrix with 20 cases.
Variables
chins situps jumps
chins 1.000 0.696 0.496
situps 0.696 1.000 0.669
jumps 0.496 0.669 1.000
Left-Right Correlation Matrix with 20 cases.
Variables
chins situps jumps
weight -0.390 -0.493 -0.226
255
waist -0.552 -0.646 -0.191

pulse 0.151 0.225 0.035
Right Inverse x Right-Left Matrix with 20 cases.
Variables
weight waist pulse
chins -0.102 -0.226 0.001
situps -0.552 -0.788 0.365
jumps 0.193 0.448 -0.210
Left Inverse x Left-Right Matrix with 20 cases.
Variables
chins situps jumps
weight 0.368 0.287 -0.259
waist -0.882 -0.890 0.015
pulse -0.026 0.016 -0.055
Canonical Function with 20 cases.
Variables
Var. 1 Var. 2 Var. 3
Var. 1 0.162 0.172 0.023
Var. 2 0.482 0.549 0.111
Var. 3 -0.318 -0.346 -0.032
Trace of the matrix:= 0.6785

Percent of trace extracted: 100.0000
Canonical R Root % Trace Chi-Sqr D.F. Prob.

1 0.795608 0.633 93.295 16.255 9 0.062
2 0.200556 0.040 5.928 0.718 4 0.949
3 0.072570 0.005 0.776 0.082 1 0.775
Overall Tests of Significance:

Statistic Approx. Stat. Value D.F. Prob.>Value
Wilk's Lambda Chi-Squared 17.3037 9 0.0442
Hotelling-Lawley Trace F-Test 2.4938 9 38 0.0238
Pillai Trace F-Test 1.5587 9 48 0.1551
Roys Largest Root F-Test 10.9233 3 19 0.0002
Eigenvectors with 20 cases.
Variables
Var. 1 0.210 -0.066 0.051
Var. 2 0.635 0.022 -0.049
Var. 3 -0.431 0.188 0.017
Standardized Right Side Weights with 20 cases.
Variables
weight 0.775 -1.884 0.191
waist -1.579 1.181 -0.506
pulse 0.059 -0.231 -1.051
Standardized Left Side Weights with 20 cases.

256
Variables
chins 0.349 -0.376 1.297
situps 1.054 0.123 -1.237
jumps -0.716 1.062 0.419
Raw Right Side Weights with 20 cases.
Variables
weight 0.031 -0.076 0.008
waist -0.493 0.369 -0.158
pulse 0.008 -0.032 -0.146
Raw Left Side Weights with 20 cases.
Variables
chins 0.066 -0.071 0.245
situps 0.017 0.002 -0.020
jumps -0.014 0.021 0.008
Right Side Correlations with Function with 20 cases.
Variables
weight -0.621 -0.772 0.135
waist -0.925 -0.378 0.031
pulse 0.333 0.041 -0.942
Left Side Correlations with Function with 20 cases.
Variables
chins 0.728 0.237 0.644
situps 0.818 0.573 -0.054
jumps 0.162 0.959 0.234
Redundancy Analysis for Right Side Variables
Variance Prop. Redundancy

1 0.45080 0.28535
2 0.24698 0.00993
3 0.30222 0.00159
Redundancy Analysis for Left Side Variables

Variance Prop. Redundancy
1 0.40814 0.25835
2 0.43449 0.01748
3 0.15737 0.00083
Interpreting The Standardized Canonical Coefficients.
The elements of [V] represent the standardized weights obtained from the characteristic equation. These elements
are the coefficients with which to weight each of the standard (z) scores in our equation (1) above.
257
Typically, these weights are presented in two parts:

a. The coefficients corresponding to each root are presented as column vectors for the left-hand weights and
b. the coefficients corresponding to each root are presented as column vectors for the right-hand weights.
Structure Coefficents.
In addition to the standardized canonical coefficients, it is useful to obtain what are called structure coefficients.
Structure coefficients are the correlations of the left-hand variables with the left-hand composite score (function) and
the correlations of the right-hand variables with the right-hand function.
We may also be interested in obtaining and interpreting the correlations of the left-hand function with individual
variables of the right-hand and also the correlation of the individual left-hand variables with the right-hand function
(for each linear equation).
Discriminant Function / MANOVA
An Example
We will use the file labeled ManoDiscrim.LAZ for our example. A file of the same name (or a .tab file) should be
in your directory. Load the file and then click on the Statistics / Multivariate / Discriminant Function option. You
should see the form below completed for a discriminant function analysis:
Fig. 7.2 Discriminant Function Analysis Form
You will notice we have asked for all options and have specified that classification use the a priori (sample) sizes for
classification. When you click the Compute button, the following results are obtained:
MULTIVARIATE ANOVA / DISCRIMINANT FUNCTION

Reference: Multiple Regression in Behavioral Research
Elazar J. Pedhazur, 1997, Chapters 20-21
Harcourt Brace College Publishers
Total Cases := 15, Number of Groups := 3
SUM OF CROSS-PRODUCTS for Group 1, N = 5 with 5 cases.
Variables
Y1 Y2
258
Y1 111.000 194.000
Y2 194.000 343.000
WITHIN GROUP SUM OF DEVIATION CROSS-PRODUCTS Group 1, N := 5 with 5 cases.
Variables
Y1 Y2
Y1 5.200 5.400
Y2 5.400 6.800
MEANS FOR GROUP 1, N := 5 with 5 valid cases.
Variables Y1 Y2
4.600 8.200
VARIANCES FOR GROUP 1 with 5 valid cases.
Variables Y1 Y2
1.300 1.700
STANDARD DEVIATIONS FOR GROUP 1 with 5 valid cases.
Variables Y1 Y2
1.140 1.304
Variables
Y1 Y2
Y1 129.000 169.000
Y2 169.000 223.000
Variables
Y1 Y2
Y1 4.000 4.000
Y2 4.000 5.200
Variables Y1 Y2
5.000 6.600
Variables Y1 Y2
1.000 1.300
Variables Y1 Y2
1.0 1.140
259
Variables
Y1 Y2
Y1 195.000 196.000
Y2 196.000 199.000
Variables
Y1 Y2
Y1 2.800 3.800
Y2 3.800 6.800
Variables Y1 Y2
6.200 6.200
Variables Y1 Y2
0.700 1.700
Variables Y1 Y2
0.837 1.304
TOTAL SUM OF CROSS-PRODUCTS with 15 cases.
Variables
Y1 Y2
Y1 435.000 559.000
Y2 559.000 765.000
TOTAL SUM OF DEVIATION CROSS-PRODUCTS with 15 cases.
Variables
Y1 Y2
Y1 18.933 6.000
Y2 6.000 30.000
Variables Y1 Y2
5.267 7.000
Variables Y1 Y2
1.352 2.143
STANDARD DEVIATIONS with 15 valid cases.
Variables Y1 Y2
1.163 1.464
BETWEEN GROUPS SUM OF DEV. CPs with 15 cases.
Variables
Y1 Y2
260
Y1 6.933 -7.200
Y2 -7.200 11.200
UNIVARIATE ANOVA FOR VARIABLE Y1
SOURCE DF SS MS F PROB > F
BETWEEN 2 6.933 3.467 3.467 0.065
ERROR 12 12.000 1.000
TOTAL 14 18.933
UNIVARIATE ANOVA FOR VARIABLE Y2

SOURCE DF SS MS F PROB > F
BETWEEN 2 11.200 5.600 3.574 0.061
ERROR 12 18.800 1.567
TOTAL 14 30.000
Inv. of Pooled Within Dev. CPs Matrix with 15 cases.
Variables
Y1 Y2
Y1 0.366 -0.257
Y2 -0.257 0.234
Number of roots extracted := 2
Percent of trace extracted := 100.0000
Roots of the W inverse time B Matrix
No. Root Proportion Canonical R Chi-Squared D.F. Prob.

1 8.7985 0.9935 0.9476 25.7156 4 0.000
2 0.0571 0.0065 0.2325 0.6111 1 0.434
Eigenvectors of the W inverse x B Matrix with 15 cases.
Variables
1 2
Y1 -2.316 0.188
Y2 1.853 0.148
Pooled Within-Groups Covariance Matrix with 15 cases.
Variables
Y1 Y2
Y1 1.000 1.100
Y2 1.100 1.567
Total Covariance Matrix with 15 cases.
Variables
Y1 Y2
Y1 1.352 0.429
Y2 0.429 2.143
261
Fig. 7.3 Plot of Cases in a Discriminant Space

Raw Function Coeff.s from Pooled Cov. with 15 cases.
Variables
1 2
Y1 -2.030 0.520
Y2 1.624 0.409
Raw Discriminant Function Constants with 15 valid cases.
Variables 1 2
-0.674 -5.601
Fisher Discriminant Functions
Group 1 Constant := -24.402
Variable Coefficient
1 -5.084
2 8.804

1 1.607
2 3.084

1 8.112
2 -1.738
CLASSIFICATION OF CASES
SUBJECT ACTUAL HIGH PROBABILITY SEC.D HIGH DISCRIM
ID NO. GROUP IN GROUP P(G/D) GROUP P(G/D) SCORE
1 1 1 0.9999 2 0.0001 4.6019
-1.1792
2 1 1 0.9554 2 0.0446 2.5716
-0.6590
3 1 1 0.8903 2 0.1097 2.1652
0.2699
4 1 1 0.9996 2 0.0004 3.7890
0.6786
5 1 1 0.9989 2 0.0011 3.3826
1.6075
6 2 2 0.9746 3 0.0252 -0.6760
-1.4763
7 2 2 0.9341 1 0.0657 0.9478
-1.0676
8 2 2 0.9730 1 0.0259 0.5414
-0.1387
9 2 2 0.5724 3 0.4276 -1.4888
0.3815
10 2 2 0.9842 1 0.0099 0.1350
262
0.7902
11 3 3 0.9452 2 0.0548 -2.7062
-0.9560
12 3 3 0.9999 2 0.0001 -4.7365
-0.4358
13 3 3 0.9893 2 0.0107 -3.1126
-0.0271
14 3 3 0.9980 2 0.0020 -3.5191
0.9018
15 3 3 0.8007 2 0.1993 -1.8953
1.3104
CLASSIFICATION TABLE
PREDICTED GROUP
Variables
1 2 3 TOTAL
1 5 0 0 5
2 0 5 0 5
3 0 0 5 5
TOTAL 5 5 5 15
Standardized Coeff. from Pooled Cov. with 15 cases.
Variables
1 2
Y1 -2.030 0.520
Y2 2.032 0.511
Centroids with 15 cases.
Variables
1 2
1 3.302 0.144
2 -0.108 -0.302
3 -3.194 0.159
Raw Coefficients from Total Cov. with 15 cases.
Variables
1 2
Y1 -0.701 0.547
Y2 0.560 0.429
Raw Discriminant Function Constants with 15 valid cases.
Variables 1 2
-0.674 -5.601
Standardized Coeff.s from Total Cov. with 15 cases.
Variables
1 2
Y1 -0.815 0.636
Y2 0.820 0.628
Total Correlation Matrix with 15 cases.
Variables
Y1 Y2
Y1 1.000 0.252
Y2 0.252 1.000
Corr.s Between Variables and Functions with 15 cases.

263
Variables
1 2
Y1 -0.608 0.794
Y2 0.615 0.788
Wilk's Lambda = 0.0965.

F = 12.2013 with D.F. 4 and 22 . Prob > F = 0.0000
Bartlett Chi-Squared = 26.8845 with 4 D.F. and prob. = 0.0000
Pillai Trace = 0.9520
You will notice that we have obtained cross-products and deviation cross-products for each group as well as the
combined between and within groups as well as descriptive statistics (means, variances, standard deviations.) Two
roots were obtained, the first significant at the 0.05 level using a chi-square test. The one-way analyses of variances
completed for each continuous variable were not significant at the 0.05 level which demonstrates that a multivariate
analysis may identify group differences not caught by individual variable analysis. The discriminant functions can
be used to plot the group subjects in the (orthogonal) space of the functions. If you examine the plot you can see
that the individuals in the three groups analyzed are easily separated using just the first discriminant function (the
horizontal axis.) Raw and standardized coefficients for the discriminant functions are presented as well as Fisher’s
discriminant functions for each group. The latter are used to classify the subjects and the classifications are shown
along with a table which summarizes the classifications. Note that in this example, all cases are correctly classified.
Certainly, a cross-validation of the functions for classification would likely encounter some errors of classification.
Since we asked that the discriminant scores be placed in the data grid, the last Fig. shows the data grid with the
Fisher discriminant scores saved as two new variables.
Cluster Analyses
To demonstrate the Hierarchical Clustering program, the data to be analyzed is the one labeled cansas.LAZ. You
will see the form below with specifications for the grouping:
Fig. 7.4 Specifications fo the Hierarchical Cluster Analysis
Results for the hierarchical analysis that you would obtain after clicking the Compute button are presented below:
Hierarchical Cluster Analysis
Number of objects to cluster := 20 on 6 variables.
264
Variable Means with 20 valid cases.

178.600 35.400 56.100 9.450 145.550
Variables jumps
70.300
Variable Variances with 20 valid cases.

609.621 10.253 51.989 27.945 3914.576
Variables jumps
2629.379
Variable Standard Deviations with 20 valid cases.

24.691 3.202 7.210 5.286 62.567
Variables jumps
51.277
19 groups after combining group 2 (n := 1 ) and group 6 (n := 1) error := 0.386

Group 1 (n := 5)
Object := 0
Object := 1
Object := 5
Object := 14
Object := 16
Group 3 (n := 2)
Object := 2
Object := 6
Group 4 (n := 2)
Object := 3
Object := 7
Group 5 (n := 2)
Object := 4
Object := 10
Group 9 (n := 1)
Object := 8
Group 10 (n := 1)
Object := 9
Group 12 (n := 4)
Object := 11
Object := 12
Object := 17
Object := 18
Group 14 (n := 1)
Object := 13
Group 16 (n := 1)
Object := 15
Group 20 (n := 1)
265
Object := 19

Group 1 (n := 5)
Object := 0
Object := 1
Object := 5
Object := 14
Object := 16
Group 3 (n := 2)
Object := 2
Object := 6
Group 4 (n := 3)
Object := 3
Object := 7
Object := 19
Group 5 (n := 2)
Object := 4
Object := 10
Group 9 (n := 1)
Object := 8
Group 10 (n := 1)
Object := 9
Group 12 (n := 4)
Object := 11
Object := 12
Object := 17
Object := 18
Group 14 (n := 1)
Object := 13
Group 16 (n := 1)
Object := 15

Group 1 (n := 5)
Object := 0
Object := 1
Object := 5
Object := 14
Object := 16
Group 3 (n := 3)
Object := 2
Object := 6
Object := 15
Group 4 (n := 3)
Object := 3
Object := 7
Object := 19
Group 5 (n := 2)
Object := 4
Object := 10
Group 9 (n := 1)
Object := 8
Group 10 (n := 1)
Object := 9
Group 12 (n := 4)
Object := 11
Object := 12
Object := 17
Object := 18
Group 14 (n := 1)
Object := 13

Group 1 (n := 5)
Object := 0
Object := 1
Object := 5
Object := 14
Object := 16
Group 3 (n := 3)
Object := 2
Object := 6
Object := 15
266
Group 4 (n := 4)
Object := 3
Object := 7
Object := 8
Object := 19
Group 5 (n := 2)
Object := 4
Object := 10
Group 10 (n := 1)
Object := 9
Group 12 (n := 4)
Object := 11
Object := 12
Object := 17
Object := 18
Group 14 (n := 1)
Object := 13

Group 1 (n := 5)
Object := 0
Object := 1
Object := 5
Object := 14
Object := 16
Group 3 (n := 3)
Object := 2
Object := 6
Object := 15
Group 4 (n := 4)
Object := 3
Object := 7
Object := 8
Object := 19
Group 5 (n := 6)
Object := 4
Object := 10
Object := 11
Object := 12
Object := 17
Object := 18
Group 10 (n := 1)
Object := 9
Group 14 (n := 1)
Object := 13

Group 1 (n := 8)
Object := 0
Object := 1
Object := 2
Object := 5
Object := 6
Object := 14
Object := 15
Object := 16
Group 4 (n := 4)
Object := 3
Object := 7
Object := 8
Object := 19
Group 5 (n := 6)
Object := 4
Object := 10
Object := 11
Object := 12
Object := 17
Object := 18
Group 10 (n := 1)
Object := 9
Group 14 (n := 1)
Object := 13

267
Group 1 (n := 8)
Object := 0
Object := 1
Object := 2
Object := 5
Object := 6
Object := 14
Object := 15
Object := 16
Group 4 (n := 4)
Object := 3
Object := 7
Object := 8
Object := 19
Group 5 (n := 7)
Object := 4
Object := 9
Object := 10
Object := 11
Object := 12
Object := 17
Object := 18
Group 14 (n := 1)
Object := 13

Group 1 (n := 9)
Object := 0
Object := 1
Object := 2
Object := 5
Object := 6
Object := 13
Object := 14
Object := 15
Object := 16
Group 4 (n := 4)
Object := 3
Object := 7
Object := 8
Object := 19
Group 5 (n := 7)
Object := 4
Object := 9
Object := 10
Object := 11
Object := 12
Object := 17
Object := 18

Group 1 (n := 9)
Object := 0
Object := 1
Object := 2
Object := 5
Object := 6
Object := 13
Object := 14
Object := 15
Object := 16
Group 4 (n := 11)
Object := 3
Object := 4
Object := 7
Object := 8
Object := 9
Object := 10
Object := 11
Object := 12
Object := 17
Object := 18
Object := 19
268
Fig. 7.5 Grouping Errors in Hierarchical Clustering

If you compare the results above with a discriminant analysis on the same data, you will see that the clustering
procedure does not necessarily replicate the original groups. Clearly, “nearest neighbor” grouping in Euclidean
space does not necessarily result in the same a priori groups from the discriminant analysis.
By examining the increase in error (variance of subjects within the groups) as a function of the number of groups,
one can often make some decision about the number of groups they wish to interpret. There is a large increase in
error when going from 8 groups down to 7 in this analysis which suggests there are possibly 7 or 8 groups which
might be examined. If we had more information on the objects of those groups, we might see a pattern or
commonality shared by objects of those groups.
K-Means Clustering Analysis

With this procedure, one first specifies the number of groups to be formed among the objects. The procedure uses a
procedure to load each of the k groups with one object in a somewhat random manner. The procedure then
iteratively adds or subtracts objects from each group based on an error measure of the distance between the objects
in the group. The procedure ends when subsequent iterations do not produce a lower value or the number of
iterations has been exceeded.
In this example, we loaded the cansas.LAZ file to group the 20 subjects into four groups. The results may be
compared with the other cluster methods of this chapter.
Fig. 7.6 The K-Means Clustering Form

269
Results are:
K-Means Clustering. Adapted from AS 136 APPL. STATIST. (1979) VOL.28, NO.1
File := C:\lazarus\Projects\LazStats\LazStatsData\cansas.LAZ
No. Cases := 20, No. Variables := 6, No. Clusters := 4
Mean := 178.600, Std.Dev. := 609.621 for weight

Mean := 35.400, Std.Dev. := 10.253 for waist
Mean := 56.100, Std.Dev. := 51.989 for pulse
Mean := 9.450, Std.Dev. := 27.945 for chins
Mean := 145.550, Std.Dev. := 3914.576 for situps
Mean := 70.300, Std.Dev. := 2629.379 for jumps
NUMBER OF SUBJECTS IN EACH CLUSTER

Cluster := 1 with 1 cases.
PLACEMENT OF SUBJECTS IN CLUSTERS

CLUSTER SUBJECT
1 14
2 2
2 6
2 8
2 1
2 15
2 17
2 20
3 11
3 12
3 13
3 4
3 5
3 9
3 18
3 19
3 10
4 7
4 16
4 3
AVERAGE VARIABLE VALUES BY CLUSTER

VARIABLES
CLUSTER 1 2 3 4 5 6
1 0.11 1.03 -0.12 -0.30 -0.02 -0.01

2 -0.00 0.02 -0.02 -0.19 -0.01 -0.01
3 -0.02 -0.20 0.01 0.17 0.01 0.01
4 0.04 0.22 0.05 0.04 -0.00 0.01
WITHIN CLUSTER SUMS OF SQUARES

Cluster 1 := 0.000
Cluster 2 := 0.274
Cluster 3 := 0.406
Cluster 4 := 0.028
Average Linkage Hierarchical Cluster Analysis

This cluster procedure clusters objects based on their similarity (or dissimilarity) as recorded in a data matrix. The
correlation among objects is often used as a measure of similarity. In this example, we first loaded the file labeled
"cansas.laz". We then "rotated" the data using the rotate function in the Edit menu so that columns represent
subjects and rows represent variables. We then used the Correlation procedure (with the option to save the
correlation matrix) to obtain the correlation among the 20 subjects as a measure of similarity. We then closed the
file. Next, we opened the matrix file we had just saved using the File / Open a Matrix File option. We then clicked
on the Analyses / Multivariate / Cluster / Average Linkage option. Shown below is the dialogue box for the
analysis:
270
Fig. 7.7 Average Linkage Dialog
Output of the analysis includes a listing of which objects (groups) are combined at each step followed by a
dendogram of the combinations. You can compare this method of clustering subjects with that obtained in the
previous analysis.
Average Linkage Cluster Analysis. Adopted from ClusBas by John S. Uebersax
Group 1 is joined by group 3. N is 2 ITER := 1 SIM := 193.000

No. of objects := 6
Matrix defined similarities among objects.
Average Linkage Cluster Analysis. Adopted from ClusBas by John S. Uebersax

No. of objects := 6
Matrix defined similarities among objects.
UNIT 1 3 5 6 2 4
STEP * * * * * *
1 ****** * * * *
* * * * *
2 ********* * * *
* * * *
3 ********** * *
* * *
4 *********** *
* *
5 ***********
*
Single Link Clustering
This procedure reads a file of subjects or objects measured on one or more variables. One variable is selected to
"link" subjects together into groups. Originally, each subject is a group. Subjects closest together on the measure
are combined to form a new group with a score that is the average of the two subjects within the group. This
process is repeated until only 1 group remains. You can elect to show each grouping step and the errors of grouping
as well as a dendogram of the groupings.
Shown below is a single link cluster of subject “jumps” as found in the cansas.laz file:
271
Fig. 7.8 Single Link Clustering Form
Single Linkage Clustering by Bill Miller

FILE: C:\Documents and Settings\Owner\My Documents\Projects\CLanguage\data\cansas.LAZ
Variable = jumps
Number of cases = 20
Mean = 70.300, Variance = 2629.379, Std.Dev. = 51.277
GROUP ID 17 15 4 7 11 9 8 6 20 14 5 2 1 19 18 3 13 12 16 10
(Group 2 is combined with Group 1)
GROUP ID 17 15 4 7 11 9 8 6 20 14 5 2 19 18 3 13 12 16 10
GROUP ID 17 15 4 7 11 9 6 20 14 5 2 19 18 3 13 12 16 10
GROUP ID 17 15 4 7 9 6 20 14 5 2 19 18 3 13 12 16 10
GROUP ID 17 15 4 7 9 6 20 14 5 2 19 18 13 12 16 10
GROUP ID 17 15 4 7 9 6 20 14 5 2 19 13 12 16 10
GROUP ID 17 15 4 7 9 6 14 5 2 19 13 12 16 10
GROUP ID 17 15 4 7 6 14 5 2 19 13 12 16 10
GROUP ID 17 15 4 7 6 14 5 2 19 12 16 10
GROUP ID 17 15 4 7 6 14 5 2 19 12 10
GROUP ID 17 15 4 7 14 5 2 19 12 10
GROUP ID 17 15 7 14 5 2 19 12 10
GROUP ID 17 15 14 5 2 19 12 10
GROUP ID 17 15 14 5 2 12 10
272
GROUP ID 17 15 14 2 12 10
GROUP ID 17 15 14 12 10
GROUP ID 17 15 14 10
GROUP ID 17 15 10
GROUP ID 17 10
GROUP ID 17
GROUPING STEP ERROR

1 0.000
2 0.000
3 0.000
4 0.008
5 0.012
6 0.020
7 0.035
8 0.064
9 0.098
10 0.102
11 0.117
12 0.115
13 0.142
14 0.156
15 0.194
16 0.270
17 0.565
18 1.387
19 3.314
SCATTERPLOT - Plot of Error vs No. of Groups
Size of Error
. | |- 3.48
| |- 3.31
| |- 3.15
| |- 2.98
| |- 2.82
| |- 2.65
| |- 2.49
| |- 2.32
| |- 2.15
| |- 1.99
------------------------------------------------------------|- 1.82
. | |- 1.66
| |- 1.49
| |- 1.33
| |- 1.16
| |- 0.99
. | |- 0.83
| |- 0.66
. . | |- 0.50
. . . . . * . . . . . |- 0.33
_______________________________________________________________
| | | | | | | | | |
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2.00 4.00 6.00 8.00 10.00 12.00 14.00 16.00 18.00 20.00
273
PART 1 OUTPUT
UNIT 17 15 4 7 11 9 8 6 20 14 5 2 1 19 18
STEP * * * * * * * * * * * * * * *
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6 * * * * ****** * ** * *
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PART 2 OUTPUT
3 13 12 16 10
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**** * * * *
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Path Analysis
Example of a Path Analysis
In this example we will use the file CANSAS.LAZ. The user begins by selecting the Path Analysis option of the
Statistics / Multivariate menu. In the Fig. below we have selected all variables to analyze and have entered our first
path indicating that waist size is “caused” by weight:
Fig. 7.9 Path Analysis Form
We will also hypothesize that pulse rate is “caused” by weight, chin-ups are “caused” by weight, waist and pulse, that
the number of sit-ups is “caused” by weight, waist and pulse and that jumps are “caused” by weight, waist and pulse.
Each time we enter a new causal relationship we click the scroll bar to move to a new model number prior to
entering the “caused” and “causing” variables. Once we have entered each model, we then click on the Compute
button. Note we have elected to print descriptive statistics, each models correlation matrix, and the reproduced
correlation matrix which will be our measure of how well the models “fit” the data. The results are shown below:
PATH ANALYSIS RESULTS
CAUSED VARIABLE: waist

Causing Variables:
weight
CAUSED VARIABLE: pulse
Causing Variables:
weight
CAUSED VARIABLE: chins
Causing Variables:
weight
waist
pulse
CAUSED VARIABLE: situps
Causing Variables:
275
weight
waist
pulse
CAUSED VARIABLE: jumps
Causing Variables:
weight
waist
pulse
Correlation Matrix with 20 valid cases.
Variables
weight 1.000 0.870 -0.366 -0.390 -0.493
waist 0.870 1.000 -0.353 -0.552 -0.646
pulse -0.366 -0.353 1.000 0.151 0.225
chins -0.390 -0.552 0.151 1.000 0.696
situps -0.493 -0.646 0.225 0.696 1.000
jumps -0.226 -0.191 0.035 0.496 0.669
Variables
jumps
weight -0.226
waist -0.191
pulse 0.035
chins 0.496
situps 0.669
jumps 1.000

178.600 35.400 56.100 9.450 145.550
Variables jumps
70.300

609.621 10.253 51.989 27.945 3914.576
Variables jumps
2629.379

24.691 3.202 7.210 5.286 62.567
Variables jumps
51.277
Dependent Variable = waist
Variables
weight waist
weight 1.000 0.870
waist 0.870 1.000
Variables weight waist

276
178.600 35.400

609.621 10.253

24.691 3.202
Dependent Variable = waist

0.870 0.757 56.173 0.000 1 18
Adjusted R Squared = 0.744
Variable Beta B Std.Error t Prob.>t

weight 0.870 0.113 0.015 7.495 0.000
Constant = 15.244
Dependent Variable = pulse
Variables
weight pulse
weight 1.000 -0.366
pulse -0.366 1.000

178.600 56.100

609.621 51.989

24.691 7.210
Dependent Variable = pulse

0.366 0.134 2.780 0.113 1 18

weight -0.366 -0.107 0.064 -1.667 0.113
Constant = 75.177
Dependent Variable = chins
277
Variables
weight waist pulse chins
weight 1.000 0.870 -0.366 -0.390
waist 0.870 1.000 -0.353 -0.552
pulse -0.366 -0.353 1.000 0.151
chins -0.390 -0.552 0.151 1.000

178.600 35.400 56.100 9.450

609.621 10.253 51.989 27.945

24.691 3.202 7.210 5.286
Dependent Variable = chins

0.583 0.340 2.742 0.077 3 16

weight 0.368 0.079 0.089 0.886 0.389
waist -0.882 -1.456 0.683 -2.132 0.049
pulse -0.026 -0.019 0.160 -0.118 0.907
Constant = 47.968
Dependent Variable = situps
Variables
weight waist pulse situps
weight 1.000 0.870 -0.366 -0.493
waist 0.870 1.000 -0.353 -0.646
pulse -0.366 -0.353 1.000 0.225
situps -0.493 -0.646 0.225 1.000

178.600 35.400 56.100 145.550

609.621 10.253 51.989 3914.576
278

24.691 3.202 7.210 62.567
Dependent Variable = situps

0.661 0.436 4.131 0.024 3 16

weight 0.287 0.728 0.973 0.748 0.466
waist -0.890 -17.387 7.465 -2.329 0.033
pulse 0.016 0.139 1.755 0.079 0.938
Constant = 623.282
Dependent Variable = jumps
Variables
weight waist pulse jumps
weight 1.000 0.870 -0.366 -0.226
waist 0.870 1.000 -0.353 -0.191
pulse -0.366 -0.353 1.000 0.035
jumps -0.226 -0.191 0.035 1.000

178.600 35.400 56.100 70.300

609.621 10.253 51.989 2629.379

24.691 3.202 7.210 51.277
Dependent Variable = jumps

0.232 0.054 0.304 0.822 3 16

weight -0.259 -0.538 1.034 -0.520 0.610
waist 0.015 0.234 7.928 0.029 0.977
pulse -0.055 -0.389 1.863 -0.209 0.837
Constant = 179.887
279
Matrix of Path Coefficients with 20 valid cases.
Variables
weight 0.000 0.870 -0.366 0.368 0.287
waist 0.870 0.000 0.000 -0.882 -0.890
pulse -0.366 0.000 0.000 -0.026 0.016
chins 0.368 -0.882 -0.026 0.000 0.000
situps 0.287 -0.890 0.016 0.000 0.000
jumps -0.259 0.015 -0.055 0.000 0.000
Variables
jumps
weight -0.259
waist 0.015
pulse -0.055
chins 0.000
situps 0.000
jumps 0.000
SUMMARY OF CAUSAL MODELS

Var. Caused Causing Var. Path Coefficient
waist weight 0.870
pulse weight -0.366
chins weight 0.368
chins waist -0.882
chins pulse -0.026
situps weight 0.287
situps waist -0.890
situps pulse 0.016
jumps weight -0.259
jumps waist 0.015
jumps pulse -0.055
Reproduced Correlation Matrix with 20 valid cases.
Variables
weight 1.000 0.870 -0.366 -0.390 -0.493
waist 0.870 1.000 -0.318 -0.553 -0.645
pulse -0.366 -0.318 1.000 0.120 0.194
chins -0.390 -0.553 0.120 1.000 0.382
situps -0.493 -0.645 0.194 0.382 1.000
jumps -0.226 -0.193 0.035 0.086 0.108
Variables
jumps
weight -0.226
waist -0.193
pulse 0.035
chins 0.086
situps 0.108
jumps 1.000
Average absolute difference between observed and reproduced

coefficients := 0.077
Maximum difference found := 0.562
Data Array of Subject Path z Scores with 20 cases.
Variables
Subject 1 0.502 0.437 -0.184 -0.196 0.263
Subject 2 0.421 0.367 -0.154 -0.164 -0.568
Subject 3 0.583 0.508 -0.213 -0.227 -0.712
Subject 4 -0.672 -0.585 0.246 0.262 -0.648
Subject 5 0.421 0.367 -0.154 -0.164 0.151
280
Subject 6 0.138 0.120 -0.050 -0.054 -0.712

Subject 7 1.312 1.142 -0.480 -0.511 -0.712
Subject 8 -0.470 -0.409 0.172 0.183 -0.328
Subject 9 -0.105 -0.092 0.039 0.041 0.870
Subject 10 -0.996 -0.867 0.364 0.388 1.685
Subject 11 -0.389 -0.338 0.142 0.152 -0.408
Subject 12 -0.510 -0.444 0.187 0.199 1.030
Subject 13 -0.996 -0.867 0.364 0.388 1.110
Subject 14 2.770 2.411 -1.013 -1.080 -1.527
Subject 15 0.583 0.508 -0.213 -0.227 -1.208
Subject 16 0.948 0.825 -0.347 -0.369 1.030
Subject 17 -0.105 -0.092 0.039 0.041 -1.367
Subject 18 -0.875 -0.761 0.320 0.341 1.350
Subject 19 -0.915 -0.797 0.335 0.357 1.270
Subject 20 -1.644 -1.431 0.601 0.641 -0.568
Variables
jumps
Subject 1 -0.114
Subject 2 -0.095
Subject 3 -0.132
Subject 4 0.152
Subject 5 -0.095
Subject 6 -0.031
Subject 7 -0.297
Subject 8 0.106
Subject 9 0.024
Subject 10 0.225
Subject 11 0.088
Subject 12 0.115
Subject 13 0.225
Subject 14 -0.627
Subject 15 -0.132
Subject 16 -0.214
Subject 17 0.024
Subject 18 0.198
Subject 19 0.207
Subject 20 0.372
We note that pulse is not a particularly important predictor of chin-ups or sit-ups. The largest discrepancy of 0.562
between an original correlation and a correlation reproduced using the path coefficients indicates our model of
causation may have been inadequate.
Factor Analysis
The sample factor analysis completed below utilizes a data set labeled cansas.laz as used in the previous path
analysis example . The canonical factor analysis method was used andthe varimax rotation method was used.
Shown below is the factor analysis form selected by choosing the factor analysis option under the Statistics /
Multivariate menu:
281
Fig. 7.10 Factor Analysis Dialog
Note the options elected in the above form. The results obtained are shown below:
Fig. 7.11 Scree Plot of Eigenvalues
Factor Analysis
See Rummel, R.J., Applied Factor Analysis
Northwestern University Press, 1970
Canonical Factor Analysis

Original matrix trace = 18.56
Roots (Eigenvalues) Extracted:
1 15.512
2 3.455
3 0.405
4 0.010
5 -0.185
6 -0.641
Unrotated Factor Loadings
FACTORS with 20 valid cases.
Variables
Factor 1 Factor 2 Factor 3 Factor 4 Factor 5
weight 0.858 -0.286 0.157 -0.006 0.000
waist 0.928 -0.201 -0.066 -0.003 0.000
282
pulse -0.360 0.149 -0.044 -0.089 0.000

chins -0.644 -0.382 0.195 0.009 0.000
situps -0.770 -0.472 0.057 -0.009 0.000
jumps -0.409 -0.689 -0.222 0.005 0.000
Variables
Factor 6
weight 0.000
waist 0.000
pulse 0.000
chins 0.000
situps 0.000
jumps 0.000
Percent of Trace In Each Root:

1 Root := 15.512 Trace := 18.557 Percent := 83.593
5 Root := -0.185 Trace := 18.557 Percent := -0.995
6 Root := -0.641 Trace := 18.557 Percent := -3.455
COMMUNALITY ESTIMATES
1 weight 0.844
2 waist 0.906
3 pulse 0.162
4 chins 0.598
5 situps 0.819
6 jumps 0.692
Proportion of variance in unrotated factors
1 48.364
2 16.475
Communality Estimates as percentages:

1 81.893
2 90.153
3 15.165
4 56.003
5 81.607
6 64.217
Varimax Rotated Loadings with 20 valid cases.
Variables
Factor 1 Factor 2
weight -0.882 -0.201
waist -0.898 -0.310
pulse 0.385 0.059
chins 0.352 0.660
situps 0.413 0.803
jumps -0.009 0.801
Percent of Variation in Rotated Factors

Factor 1 33.776
Factor 2 31.064
Total Percent of Variance in Factors : 64.840

Communalities as Percentages
1 for weight 81.893
2 for waist 90.153
3 for pulse 15.165
4 for chins 56.003
5 for situps 81.607
6 for jumps 64.217
283
SCATTERPLOT - FACTOR PLOT

Factor 2
| | |- 0.95- 1.00
| | |- 0.90- 0.95
| | |- 0.85- 0.90
| 2 1 |- 0.80- 0.85
| | |- 0.75- 0.80
| | |- 0.70- 0.75
| | 3 |- 0.65- 0.70
| | |- 0.60- 0.65
| | |- 0.55- 0.60
| | |- 0.50- 0.55
| | |- 0.45- 0.50
| | |- 0.40- 0.45
| | |- 0.35- 0.40
| | |- 0.30- 0.35
| | |- 0.25- 0.30
| | |- 0.20- 0.25
| | |- 0.15- 0.20
| | |- 0.10- 0.15
| | 4 |- 0.05- 0.10
|------------------------------------------------------------|- 0.00- 0.05
| | |- -0.05- 0.00
| | |- -0.10- -0.05
| | |- -0.15- -0.10
| | |- -0.20- -0.15
| 5 | |- -0.25- -0.20
| | |- -0.30- -0.25
| 6 | |- -0.35- -0.30
| | |- -0.40- -0.35
| | |- -0.45- -0.40
| | |- -0.50- -0.45
| | |- -0.55- -0.50
| | |- -0.60- -0.55
| | |- -0.65- -0.60
| | |- -0.70- -0.65
| | |- -0.75- -0.70
| | |- -0.80- -0.75
| | |- -0.85- -0.80
| | |- -0.90- -0.85
| | |- -0.95- -0.90
| | |- -1.00- -0.95
---------------------------------------------------------------
| | | | | | | | | | | | | | | | Factor 1
-1.0-0.9-0.7-0.6-0.5-0.3-0.2-0.1 0.1 0.2 0.3 0.5 0.6 0.7 0.9 1.0
Labels:
1 = situps
2 = jumps
3 = chins
4 = pulse
5 = weight
6 = waist
SUBJECT FACTOR SCORE RESULTS:
Regression Coefficients with 20 valid cases.
Variables
Factor 1 Factor 2
weight -0.418 0.150
waist -0.608 0.080
pulse 0.042 -0.020
chins -0.024 0.203
situps -0.069 0.526
jumps -0.163 0.399
Standard Error of Factor Scores:

Factor 1 0.946
Factor 2 0.905
284
We note that two factors were extracted with eigenvalues greater than 1.0 and when rotated indicate that the three
body measurements appear to load on one factor and that the performance measures load on the second factor. The
data grid also now contains the “least-squares” factor scores for each subject. Hummm! I wonder what a
hierarchical grouping of these subjects on the two factor scores would produce!
Correspondence Analysis
Correspondence analysis is a method for examining the relationship between two sets of categorical variables much
as in a Chi-Squared analysis of a two-way contingency table. In fact, a typical chi-squared analysis is completed as
part of this procedure. In addition, visualization of the relationships among the columns or rows of the analysis is
performed in a manner similar to factor analysis. The data analyzed in the visualization is the table of relative
proportions, that is, the original frequency values divided by the sum of all frequencies. The relative proportions of
the row sums and the column sums are termed the “masses” of the rows or columns.
The method used to analyze the relative proportions involves what is now called the “Generalized Singular Value
Decomposition” or more simply the generalized SVD. This method obtains roots and vectors of a rectangular
matrix by decomposing that matrix into three portions: a matrix of left singular column vectors (A) that has n rows
and q columns (n  q), a square diagonal matrix with q rows and columns of singular values (D), and a transposed
matrix (B’) that is m x q in size of right generalized singular vectors (m = q-1). Completing this analysis involves
several steps. The first is to obtain the (regular) SVD analysis of a matrix Q defined as Dr-1/2 P Dc-1/2 where Dr and
Dc are diagonal matrices of row and column relative proportions and P is the matrix of relative proportions. The
SVD of Q gives
Q = U D V’ where D is the desired diagonal matrix of eigenvalues and U’U = V’V = I. It should be noted that the
first of the q roots is trivial and to be ignored. At this point we obtain A = D r1/2 Uand B = Dc1/2 V. The results of this
SVD analysis is available on the output. Now P = ADB’. The row coordinates F and column coordinates G are then
computed according to the table below:
Analysis Choice Button Selected Row Coordinates Column Coordinates

Row Profile Row F = Dr-1AD G = Dc-1B
Column Profile Column F = Dr-1A G = Dc-1BD
Both Profiles Both F = Dr-1AD G = Dc-1BD
If Row profiles are computed, the row coordinates are weighted centroids of the column coordinates and the inertias
D2 refer only to the row points. If the column profiles are computed, the column coordinates are weighted eentroids
of the row coordinates and the inertias D2 refer only to the column points. If both profiles are selected, neither row
or column coordinates are weighted centroids of the other but the inertias D 2 refer to both sets of points. The q-1
inertias are plotted in a manner similar to a scree plot of roots in a factor analysis. The total inertia is, in fact, the
chi-squared statistic divided by the total of all cell frequencies.
You may elect to plot the coordinates for any two pairs of coordinates. This will provide a graphical representation
of the separation of the row or column categories similar to a plot of variables in a discriminant function analysis or
factors in a factor analysis. A way of looking at correspondence analysis is to consider it as a method for
decomposing the overall inertia by identifying a small number of dimensions in which the deviations from the
expected values can be represented. This is similar to factor analysis where the total variance is decomposed so as
to arrive at a lower dimensional representation of variables.
An example is the file labeled “Smokers.LAZ” that we will use for a correspondence analysis. The specifications
form is shown below:
285
Fig. 7.12 Correspondence Analysis Form
When you click the “Compute” button you obtain the following:
CORRESPONDENCE ANALYSIS
Based on formulations of Bee-Leng Lee
Chapter 11 Correspondence Analysis for ViSta
Results are based on the Generalized Singular Value Decomposition
of P := A x D x B where P is the relative frequencies observed,
A are the left generalized singular vectors,
D is a diagonal matrix of generalized singular values, and
B is the transpose of the right generalized singular vectors.
NOTE: The first value and corresponding vectors are 1 and are
to be ignored.
An intermediate step is the regular SVD of the matrix Q := UDV
where Q := Dr^-1/2 x P x Dc^-1/2 where Dr is a diagonal matrix
of total row relative frequencies and Dc is a diagonal matrix
of total column relative frequencies.
Chi-square Analysis Results
No. of Cases := 193
OBSERVED FREQUENCIES
Frequencies
Variables
None Light Medium Heavy Total
Senior_Mgr. 4 2 3 2 11
Junior_Mgr. 4 3 7 4 18
Senior_Emp. 25 10 12 4 51
Junior_Emp. 18 24 33 13 88
Secretaries 10 6 7 2 25
Total 61 45 62 25 193
EXPECTED FREQUENCIES with 5 cases.
Variables
None Light Medium Heavy
Senior_Mgr. 3.477 2.565 3.534 1.425
Junior_Mgr. 5.689 4.197 5.782 2.332
Senior_Emp. 16.119 11.891 16.383 6.606
Junior_Emp. 27.813 20.518 28.269 11.399
Secretaries 7.902 5.829 8.031 3.238
ROW PROPORTIONS with 5 cases.
286
Variables
Senior_Mgr. 0.364 0.182 0.273 0.182 1.000
Junior_Mgr. 0.222 0.167 0.389 0.222 1.000
Senior_Emp. 0.490 0.196 0.235 0.078 1.000
Junior_Emp. 0.205 0.273 0.375 0.148 1.000
Secretaries 0.400 0.240 0.280 0.080 1.000
Total 0.316 0.233 0.321 0.130 1.000
COLUMN PROPORTIONS with 5 cases.
Variables
Senior_Mgr. 0.066 0.044 0.048 0.080 0.057
Junior_Mgr. 0.066 0.067 0.113 0.160 0.093
Senior_Emp. 0.410 0.222 0.194 0.160 0.264
Junior_Emp. 0.295 0.533 0.532 0.520 0.456
Secretaries 0.164 0.133 0.113 0.080 0.130
Total 1.000 1.000 1.000 1.000 1.000
PROPORTIONS OF TOTAL N with 5 cases.
Variables
Senior_Mgr. 0.021 0.010 0.016 0.010 0.057
Junior_Mgr. 0.021 0.016 0.036 0.021 0.093
Senior_Emp. 0.130 0.052 0.062 0.021 0.264
Junior_Emp. 0.093 0.124 0.171 0.067 0.456
Secretaries 0.052 0.031 0.036 0.010 0.130
Total 0.316 0.233 0.321 0.130 1.000
CHI-SQUARED VALUE FOR CELLS with 5 cases.
Variables
Senior_Mgr. 0.079 0.124 0.081 0.232
Junior_Mgr. 0.502 0.341 0.256 1.194
Senior_Emp. 4.893 0.301 1.173 1.028
Junior_Emp. 3.463 0.591 0.792 0.225
Secretaries 0.557 0.005 0.132 0.474
Chi-square := 16.442 with D.F. := 12. Prob. > value := 0.172
Liklihood Ratio := 16.348 with prob. > value := 0.1758
phi correlation := 0.2919
Pearson Correlation r := 0.0005
Mantel-Haenszel Test of Linear Association := 0.000 with probability > value := 0.9999
The coefficient of contingency := 0.280
Cramers V := 0.169
Q Matrix with 5 cases.
Variables
Senior_Mgr. 0.154 0.090 0.115 0.121
Junior_Mgr. 0.121 0.105 0.210 0.189
Senior_Emp. 0.448 0.209 0.213 0.112
Junior_Emp. 0.246 0.381 0.447 0.277
Secretaries 0.256 0.179 0.178 0.080
P = with 5 cases.
Variables
Senior_Mgr. 0.012 -0.002 0.041 0.003
Junior_Mgr. -2.138 -0.463 -0.305 0.015
Senior_Emp. 3.911 0.778 0.679 -0.066
Junior_Emp. -1.342 -0.451 -0.651 0.077
Secretaries 0.000 0.000 0.000 0.000
Inertia := 0.0852
287
Row Dimensions (Ignore Col. 1 with 5 cases.
Variables
Senior_Mgr. 0.396 -0.267 13.267 8.441
Junior_Mgr. -43.680 -39.212 -60.876 21.692
Senior_Emp. 28.202 23.251 47.807 -34.659
Junior_Emp. -5.610 -7.813 -26.547 23.555
Secretaries 0.000 0.000 0.000 0.000
Row Dimensions (Ignore Col. 1 with 5 cases.
Variables
Senior_Mgr. 0.396 -0.267 13.267 8.441
Junior_Mgr. -43.680 -39.212 -60.876 21.692
Senior_Emp. 28.202 23.251 47.807 -34.659
Junior_Emp. -5.610 -7.813 -26.547 23.555
Secretaries 0.000 0.000 0.000 0.000
Column Dimensions (Ignore Col. 1) with 5 cases.
Variables
None -0.893 1.382 -0.219 -0.044
Light -0.261 -0.101 0.372 0.279
Medium -0.097 -0.066 0.004 -0.120
Heavy -0.021 -0.019 -0.040 0.026
Bartlett's Test of Sphericity
In matrix algebra, the determinate of an identity matrix is equal to 1.0.
The procedure calculates the determinate of the matrix of the sums of products and cross-products (S) from which an
intercorrelation matrix is derived.
The determinant of the matrix S is converted to a chi-square statistic and tested for significance.
The null hypothesis is that the intercorrelation matrix comes from a population in which the variables are
noncollinear (i.e. an identity matrix) and that the non-zero correlations in the sample matrix are due to sampling
error.
Statistical Decision: if the sample intercorrelation matrix did not come from a population in which the
intercorrelation matrix is an identity matrix the probability of the chi-square value will be small.
The example below uses the “Cansas.LAZ” file:
288
Fig. 7.13 The Bartlett Test of Sphericity Form
CORRELATION MATRIX with 20 cases.
Variables
weight 1.000 0.870 -0.366 -0.390 -0.493
waist 0.870 1.000 -0.353 -0.552 -0.646
pulse -0.366 -0.353 1.000 0.151 0.225
chins -0.390 -0.552 0.151 1.000 0.696
situps -0.493 -0.646 0.225 0.696 1.000
jumps -0.226 -0.191 0.035 0.496 0.669
Variables
jumps
weight -0.226
waist -0.191
pulse 0.035
chins 0.496
situps 0.669
jumps 1.000
Determinant of matrix = 0.021

chisquare = 69.067, D.F. = 15, Proabability greater value = 0.000
Log Linear Analysis for Cross-Classified Data
The contingency chi-square test for independence of two categorical variables is often employed
in elementary statistical applications. However, the cell frequencies in a table can also be
modeled as a regression model where the frequency is a function of the weighted sum of row
effects, column effects, interaction effects and error. In practice the log of the frequencies is the
dependent variable. This linear model can be expanded to three way or more tables. The
investigator will often want to test the individual effects of rows, columns, slices, two-way
interactions, three-way interactions, etc.
Three procedures are available for log linear analysis of classification data. These are described
and illustrated in each of the sections below.
Log Linear for an A x B Classification Table I

Log Linear Analysis for an A x B x C Classification Table
Log Linear Screen
289
Log Linear for an A x B Classification Table
When you elect this analysis you see the dialogue boxes shown below. The difference depends
on whether you are entering data from the main grid or if you are entering data directly on the
form. In our example, we are entering data stored in a file labeled "ABCLogLinData.LAZ" and
loaded into the Main Form grid. The results of the analysis is shown below these dialogue
boxes. Each parameter is tested using the "G" statistic which is approximately chi-squared.
Fig. 7.14 AxB Log Linear Analysis Dialogue Form
ANALYSES FOR AN I BY J CLASSIFICATION TABLE
Reference: G.J.G. Upton, The Analysis of Cross-tabulated Data, 1980
Cross-Products Odds Ratio = 1.583

Log odds of the cross-products ratio = 0.460
Saturated Model Results
Observed Frequencies
ROW/COL 1 2 TOTAL
1 27.00 36.00 63.00
2 27.00 57.00 84.00
TOTAL 54.00 93.00 147.00
Log frequencies, row average and column average of log frequencies

ROW/COL 1 2 TOTAL
1 3.30 3.58 3.44
2 3.30 4.04 3.67
TOTAL 3.30 3.81 3.55
Expected Frequencies
ROW/COL 1 2 TOTAL
1 27.00 36.00 63.00
2 27.00 57.00 84.00
TOTAL 54.00 93.00 147.00
Cell Parameters
ROW COL MU LAMBDA ROW LAMBDA COL LAMBDA ROW x COL
1 1 3.555 -0.115 -0.259 0.115
1 2 3.555 -0.115 0.259 -0.115
2 1 3.555 0.115 -0.259 -0.115
2 2 3.555 0.115 0.259 0.115
Y squared statistic for model fit = -0.000 D.F. = 0

Independent Effects Model Results
290
ROW/COL 1 2 TOTAL
1 23.14 39.86 63.00
2 30.86 53.14 84.00
TOTAL 54.00 93.00 147.00
Cell Parameters
1 1 3.557 -0.144 -0.272 0.000
1 2 3.557 -0.144 0.272 0.000
2 1 3.557 0.144 -0.272 0.000
2 2 3.557 0.144 0.272 0.000
Y squared statistic for model fit = 1.773 D.F. = 1

Chi-squared = 1.778 with 1 D.F.
No Column Effects Model Results
ROW/COL 1 2 TOTAL
1 31.50 31.50 63.00
2 42.00 42.00 84.00
TOTAL 73.50 73.50 147.00
Cell Parameters
1 1 3.594 -0.144 0.000 -0.000
1 2 3.594 -0.144 0.000 -0.000
2 1 3.594 0.144 0.000 -0.000
2 2 3.594 0.144 0.000 -0.000

No Row Effects Model Results
ROW/COL 1 2 TOTAL
1 27.00 46.50 73.50
2 27.00 46.50 73.50
TOTAL 54.00 93.00 147.00
Cell Parameters
1 1 3.568 0.000 -0.272 0.000
1 2 3.568 0.000 0.272 0.000
2 1 3.568 0.000 -0.272 0.000
2 2 3.568 0.000 0.272 0.000

Equiprobability Effects Model Results
ROW/COL 1 2 TOTAL
1 36.75 36.75 36.75
2 36.75 36.75 36.75
TOTAL 36.75 36.75 147.00
Cell Parameters
1 1 3.604 0.000 0.000 0.000
1 2 3.604 0.000 0.000 0.000
2 1 3.604 0.000 0.000 0.000
2 2 3.604 0.000 0.000 0.000
291
Log Linear Analysis for an A x B x C Classification Table
The three-way classification table can result in a number of linear models to describe the log of
the observed frequencies as a function of row, column, slice, two-way interactions and the three-
way interaction. When you select this option you see the dialogue box shown below. Notice
that the option is given for entering data directly in the box if preferred.
Fig. 7.15 AxBxC Classification Log Linear Dialogue
The following is the result of an analysis of three categorical variables stored in a file labeled
"ABCLogLinData.LAZ".
Log-Linear Analysis of a Three Dimension Table
Observed Frequencies
1 1 1 6.000
1 1 2 9.000
1 1 3 12.000
1 2 1 15.000
1 2 2 12.000
1 2 3 9.000
2 1 1 6.000
2 1 2 15.000
2 1 3 6.000
2 2 1 15.000
2 2 2 18.000
2 2 3 24.000
Totals for Dimension A
Row 1 63.000
Row 2 84.000
Totals for Dimension B
Col 1 54.000
Col 2 93.000
Totals for Dimension C
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Sub-matrix AB
ROW/COL 1 2
1 27.000 36.000
2 27.000 57.000
Sub-matrix AC
ROW/COL 1 2 3
1 21.000 21.000 21.000
292
2 21.000 33.000 30.000
Sub-matrix BC
ROW/COL 1 2 3
1 12.000 24.000 18.000
2 30.000 30.000 33.000
Saturated Model
1 1 1 6.000
1 1 2 9.000
1 1 3 12.000
1 2 1 15.000
1 2 2 12.000
1 2 3 9.000
2 1 1 6.000
2 1 2 15.000
2 1 3 6.000
2 2 1 15.000
2 2 2 18.000
2 2 3 24.000
Row 1 63.000
Row 2 84.000
Col 1 54.000
Col 2 93.000
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 1.792
1 1 2 2.197
1 1 3 2.485
1 2 1 2.708
1 2 2 2.485
1 2 3 2.197
2 1 1 1.792
2 1 2 2.708
2 1 3 1.792
2 2 1 2.708
2 2 2 2.890
2 2 3 3.178
Row 1 2.311
Row 2 2.511
Col 1 2.128
Col 2 2.694
Slice 1 2.250
Slice 2 2.570
Slice 3 2.413
Cell Parameters
ROW COL SLICE MU LAMBDA A LAMBDA B LAMBDA C
LAMBDA AB LAMBDA AC LAMBDA BC LAMBDA ABC
1 1 1 2.411 -0.100 -0.283 -0.161

0.131 0.100 -0.175 -0.131
1 1 2 2.411 -0.100 -0.283 0.159

0.131 -0.129 0.166 -0.157
1 1 3 2.411 -0.100 -0.283 0.002

0.131 0.028 0.009 0.288
1 2 1 2.411 -0.100 0.283 -0.161

-0.131 0.100 0.175 0.131
1 2 2 2.411 -0.100 0.283 0.159

-0.131 -0.129 -0.166 0.157
293
1 2 3 2.411 -0.100 0.283 0.002

-0.131 0.028 -0.009 -0.288
2 1 1 2.411 0.100 -0.283 -0.161

-0.131 -0.100 -0.175 0.131
2 1 2 2.411 0.100 -0.283 0.159

-0.131 0.129 0.166 0.157
2 1 3 2.411 0.100 -0.283 0.002

-0.131 -0.028 0.009 -0.288
2 2 1 2.411 0.100 0.283 -0.161

0.131 -0.100 0.175 -0.131
2 2 2 2.411 0.100 0.283 0.159

0.131 0.129 -0.166 -0.157
2 2 3 2.411 0.100 0.283 0.002

0.131 -0.028 -0.009 0.288
G squared statistic for model fit = 0.000 D.F. = 0

Model of Independence
1 1 1 6.612
1 1 2 8.501
1 1 3 8.029
1 2 1 11.388
1 2 2 14.641
1 2 3 13.828
2 1 1 8.816
2 1 2 11.335
2 1 3 10.706
2 2 1 15.184
2 2 2 19.522
2 2 3 18.437
Row 1 63.000
Row 2 84.000
Col 1 54.000
Col 2 93.000
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 1.889
1 1 2 2.140
1 1 3 2.083
1 2 1 2.433
1 2 2 2.684
1 2 3 2.627
2 1 1 2.177
2 1 2 2.428
2 1 3 2.371
2 2 1 2.720
2 2 2 2.972
2 2 3 2.914
Row 1 2.309
Row 2 2.597
Col 1 2.181
Col 2 2.725
Slice 1 2.305
Slice 2 2.556
Slice 3 2.499
Cell Parameters
294

1 1 1 2.453 -0.144 -0.272 -0.148

0.000 0.000 0.000 -0.000
1 1 2 2.453 -0.144 -0.272 0.103

0.000 -0.000 0.000 0.000
1 1 3 2.453 -0.144 -0.272 0.046

0.000 0.000 0.000 0.000
1 2 1 2.453 -0.144 0.272 -0.148

0.000 0.000 0.000 0.000
1 2 2 2.453 -0.144 0.272 0.103

0.000 -0.000 -0.000 0.000
1 2 3 2.453 -0.144 0.272 0.046

0.000 0.000 -0.000 0.000
2 1 1 2.453 0.144 -0.272 -0.148

0.000 0.000 0.000 -0.000
2 1 2 2.453 0.144 -0.272 0.103

0.000 -0.000 0.000 0.000
2 1 3 2.453 0.144 -0.272 0.046

0.000 0.000 0.000 -0.000
2 2 1 2.453 0.144 0.272 -0.148

-0.000 0.000 0.000 0.000
2 2 2 2.453 0.144 0.272 0.103

-0.000 -0.000 -0.000 0.000
2 2 3 2.453 0.144 0.272 0.046

-0.000 0.000 -0.000 0.000

No AB Effect
1 1 1 6.000
1 1 2 9.333
1 1 3 7.412
1 2 1 15.000
1 2 2 11.667
1 2 3 13.588
2 1 1 6.000
2 1 2 14.667
2 1 3 10.588
2 2 1 15.000
2 2 2 18.333
2 2 3 19.412
Row 1 63.000
Row 2 84.000
Col 1 54.000
Col 2 93.000
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 1.792
1 1 2 2.234
1 1 3 2.003
1 2 1 2.708
1 2 2 2.457
1 2 3 2.609
295
2 1 1 1.792
2 1 2 2.686
2 1 3 2.360
2 2 1 2.708
2 2 2 2.909
2 2 3 2.966
Row 1 2.300
Row 2 2.570
Col 1 2.144
Col 2 2.726
Slice 1 2.250
Slice 2 2.571
Slice 3 2.484
Cell Parameters
1 1 1 2.435 -0.135 -0.291 -0.185

0.000 0.135 -0.167 0.000
1 1 2 2.435 -0.135 -0.291 0.136

0.000 -0.091 0.179 0.000
1 1 3 2.435 -0.135 -0.291 0.049

0.000 -0.044 -0.012 0.000
1 2 1 2.435 -0.135 0.291 -0.185

0.000 0.135 0.167 0.000
1 2 2 2.435 -0.135 0.291 0.136

0.000 -0.091 -0.179 0.000
1 2 3 2.435 -0.135 0.291 0.049

0.000 -0.044 0.012 0.000
2 1 1 2.435 0.135 -0.291 -0.185

0.000 -0.135 -0.167 -0.000
2 1 2 2.435 0.135 -0.291 0.136

0.000 0.091 0.179 -0.000
2 1 3 2.435 0.135 -0.291 0.049

0.000 0.044 -0.012 -0.000
2 2 1 2.435 0.135 0.291 -0.185

0.000 -0.135 0.167 0.000
2 2 2 2.435 0.135 0.291 0.136

0.000 0.091 -0.179 0.000
2 2 3 2.435 0.135 0.291 0.049

0.000 0.044 0.012 0.000

No AC Effect
1 1 1 6.000
1 1 2 12.000
1 1 3 9.000
1 2 1 11.613
1 2 2 11.613
1 2 3 12.774
2 1 1 6.000
2 1 2 12.000
2 1 3 9.000
2 2 1 18.387
2 2 2 18.387
2 2 3 20.226
296
Row 1 63.000
Row 2 84.000
Col 1 54.000
Col 2 93.000
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 1.792
1 1 2 2.485
1 1 3 2.197
1 2 1 2.452
1 2 2 2.452
1 2 3 2.547
2 1 1 1.792
2 1 2 2.485
2 1 3 2.197
2 2 1 2.912
2 2 2 2.912
2 2 3 3.007
Row 1 2.321
Row 2 2.551
Col 1 2.158
Col 2 2.714
Slice 1 2.237
Slice 2 2.583
Slice 3 2.487
Cell Parameters
1 1 1 2.436 -0.115 -0.278 -0.199

0.115 0.000 -0.167 0.000
1 1 2 2.436 -0.115 -0.278 0.148

0.115 0.000 0.179 0.000
1 1 3 2.436 -0.115 -0.278 0.051

0.115 -0.000 -0.012 0.000
1 2 1 2.436 -0.115 0.278 -0.199

-0.115 0.000 0.167 0.000
1 2 2 2.436 -0.115 0.278 0.148

-0.115 0.000 -0.179 0.000
1 2 3 2.436 -0.115 0.278 0.051

-0.115 -0.000 0.012 0.000
2 1 1 2.436 0.115 -0.278 -0.199

-0.115 0.000 -0.167 -0.000
2 1 2 2.436 0.115 -0.278 0.148

-0.115 0.000 0.179 -0.000
2 1 3 2.436 0.115 -0.278 0.051

-0.115 0.000 -0.012 -0.000
2 2 1 2.436 0.115 0.278 -0.199

0.115 0.000 0.167 -0.000
2 2 2 2.436 0.115 0.278 0.148

0.115 0.000 -0.179 -0.000
2 2 3 2.436 0.115 0.278 0.051

0.115 0.000 0.012 -0.000
297

No BC Effect
1 1 1 9.000
1 1 2 9.000
1 1 3 9.000
1 2 1 12.000
1 2 2 12.000
1 2 3 12.000
2 1 1 6.750
2 1 2 10.607
2 1 3 9.643
2 2 1 14.250
2 2 2 22.393
2 2 3 20.357
Row 1 63.000
Row 2 84.000
Col 1 54.000
Col 2 93.000
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 2.197
1 1 2 2.197
1 1 3 2.197
1 2 1 2.485
1 2 2 2.485
1 2 3 2.485
2 1 1 1.910
2 1 2 2.362
2 1 3 2.266
2 2 1 2.657
2 2 2 3.109
2 2 3 3.013
Row 1 2.341
Row 2 2.553
Col 1 2.188
Col 2 2.706
Slice 1 2.312
Slice 2 2.538
Slice 3 2.490
Cell Parameters
1 1 1 2.447 -0.106 -0.259 -0.135

0.115 0.135 0.000 -0.000
1 1 2 2.447 -0.106 -0.259 0.091

0.115 -0.091 0.000 -0.000
1 1 3 2.447 -0.106 -0.259 0.044

0.115 -0.044 -0.000 0.000
1 2 1 2.447 -0.106 0.259 -0.135

-0.115 0.135 -0.000 0.000
1 2 2 2.447 -0.106 0.259 0.091

-0.115 -0.091 -0.000 0.000
1 2 3 2.447 -0.106 0.259 0.044

-0.115 -0.044 -0.000 0.000
2 1 1 2.447 0.106 -0.259 -0.135

-0.115 -0.135 0.000 0.000
298
2 1 2 2.447 0.106 -0.259 0.091

-0.115 0.091 0.000 0.000
2 1 3 2.447 0.106 -0.259 0.044

-0.115 0.044 -0.000 0.000
2 2 1 2.447 0.106 0.259 -0.135

0.115 -0.135 -0.000 0.000
2 2 2 2.447 0.106 0.259 0.091

0.115 0.091 -0.000 0.000
2 2 3 2.447 0.106 0.259 0.044

0.115 0.044 -0.000 0.000

Model of No Slice (C) effect
1 1 1 7.714
1 1 2 7.714
1 1 3 7.714
1 2 1 13.286
1 2 2 13.286
1 2 3 13.286
2 1 1 10.286
2 1 2 10.286
2 1 3 10.286
2 2 1 17.714
2 2 2 17.714
2 2 3 17.714
Row 1 63.000
Row 2 84.000
Col 1 54.000
Col 2 93.000
Slice 1 49.000
Slice 2 49.000
Slice 3 49.000
Log Frequencies
1 1 1 2.043
1 1 2 2.043
1 1 3 2.043
1 2 1 2.587
1 2 2 2.587
1 2 3 2.587
2 1 1 2.331
2 1 2 2.331
2 1 3 2.331
2 2 1 2.874
2 2 2 2.874
2 2 3 2.874
Row 1 2.315
Row 2 2.603
Col 1 2.187
Col 2 2.731
Slice 1 2.459
Slice 2 2.459
Slice 3 2.459
Cell Parameters
1 1 1 2.459 -0.144 -0.272 0.000

0.000 0.000 0.000 -0.000
299
1 1 2 2.459 -0.144 -0.272 0.000

0.000 0.000 0.000 -0.000
1 1 3 2.459 -0.144 -0.272 0.000

0.000 0.000 0.000 -0.000
1 2 1 2.459 -0.144 0.272 0.000

0.000 0.000 0.000 0.000
1 2 2 2.459 -0.144 0.272 0.000

0.000 0.000 0.000 0.000
1 2 3 2.459 -0.144 0.272 0.000

0.000 0.000 0.000 0.000
2 1 1 2.459 0.144 -0.272 0.000

0.000 0.000 0.000 -0.000
2 1 2 2.459 0.144 -0.272 0.000

0.000 0.000 0.000 -0.000
2 1 3 2.459 0.144 -0.272 0.000

0.000 0.000 0.000 -0.000
2 2 1 2.459 0.144 0.272 0.000

-0.000 0.000 0.000 0.000
2 2 2 2.459 0.144 0.272 0.000

-0.000 0.000 0.000 0.000
2 2 3 2.459 0.144 0.272 0.000

-0.000 0.000 0.000 0.000

Model of no Column (B) effect
1 1 1 9.000
1 1 2 11.571
1 1 3 10.929
1 2 1 9.000
1 2 2 11.571
1 2 3 10.929
2 1 1 12.000
2 1 2 15.429
2 1 3 14.571
2 2 1 12.000
2 2 2 15.429
2 2 3 14.571
Row 1 63.000
Row 2 84.000
Col 1 73.500
Col 2 73.500
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 2.197
1 1 2 2.449
1 1 3 2.391
1 2 1 2.197
1 2 2 2.449
1 2 3 2.391
2 1 1 2.485
2 1 2 2.736
2 1 3 2.679
2 2 1 2.485
2 2 2 2.736
2 2 3 2.679
300

Row 1 2.346
Row 2 2.633
Col 1 2.490
Col 2 2.490
Slice 1 2.341
Slice 2 2.592
Slice 3 2.535
Cell Parameters
1 1 1 2.490 -0.144 -0.000 -0.148

0.000 0.000 0.000 -0.000
1 1 2 2.490 -0.144 -0.000 0.103

0.000 0.000 0.000 -0.000
1 1 3 2.490 -0.144 -0.000 0.046

0.000 0.000 0.000 -0.000
1 2 1 2.490 -0.144 -0.000 -0.148

0.000 0.000 0.000 -0.000
1 2 2 2.490 -0.144 -0.000 0.103

0.000 0.000 0.000 -0.000
1 2 3 2.490 -0.144 -0.000 0.046

0.000 0.000 0.000 -0.000
2 1 1 2.490 0.144 -0.000 -0.148

0.000 0.000 0.000 -0.000
2 1 2 2.490 0.144 -0.000 0.103

0.000 0.000 0.000 -0.000
2 1 3 2.490 0.144 -0.000 0.046

0.000 0.000 0.000 -0.000
2 2 1 2.490 0.144 -0.000 -0.148

0.000 0.000 0.000 -0.000
2 2 2 2.490 0.144 -0.000 0.103

0.000 0.000 0.000 -0.000
2 2 3 2.490 0.144 -0.000 0.046

0.000 0.000 0.000 -0.000

Model of no Row (A) effect
1 1 1 7.714
1 1 2 9.918
1 1 3 9.367
1 2 1 13.286
1 2 2 17.082
1 2 3 16.133
2 1 1 7.714
2 1 2 9.918
2 1 3 9.367
2 2 1 13.286
2 2 2 17.082
2 2 3 16.133
Row 1 73.500
Row 2 73.500
Col 1 54.000
Col 2 93.000
301
Slice 1 42.000
Slice 2 54.000
Slice 3 51.000
Log Frequencies
1 1 1 2.043
1 1 2 2.294
1 1 3 2.237
1 2 1 2.587
1 2 2 2.838
1 2 3 2.781
2 1 1 2.043
2 1 2 2.294
2 1 3 2.237
2 2 1 2.587
2 2 2 2.838
2 2 3 2.781
Row 1 2.463
Row 2 2.463
Col 1 2.192
Col 2 2.735
Slice 1 2.315
Slice 2 2.566
Slice 3 2.509
Cell Parameters
1 1 1 2.463 0.000 -0.272 -0.148

0.000 -0.000 0.000 0.000
1 1 2 2.463 0.000 -0.272 0.103

0.000 -0.000 0.000 0.000
1 1 3 2.463 0.000 -0.272 0.046

0.000 -0.000 0.000 0.000
1 2 1 2.463 0.000 0.272 -0.148

-0.000 -0.000 0.000 0.000
1 2 2 2.463 0.000 0.272 0.103

-0.000 -0.000 0.000 0.000
1 2 3 2.463 0.000 0.272 0.046

-0.000 -0.000 0.000 0.000
2 1 1 2.463 0.000 -0.272 -0.148

0.000 -0.000 0.000 0.000
2 1 2 2.463 0.000 -0.272 0.103

0.000 -0.000 0.000 0.000
2 1 3 2.463 0.000 -0.272 0.046

0.000 -0.000 0.000 0.000
2 2 1 2.463 0.000 0.272 -0.148

-0.000 -0.000 0.000 0.000
2 2 2 2.463 0.000 0.272 0.103

-0.000 -0.000 0.000 0.000
2 2 3 2.463 0.000 0.272 0.046

-0.000 -0.000 0.000 0.000

Equi-probability Model
1 1 1 12.250
1 1 2 12.250
302
1 1 3 12.250
1 2 1 12.250
1 2 2 12.250
1 2 3 12.250
2 1 1 12.250
2 1 2 12.250
2 1 3 12.250
2 2 1 12.250
2 2 2 12.250
2 2 3 12.250
Row 1 73.500
Row 2 73.500
Col 1 73.500
Col 2 73.500
Slice 1 49.000
Slice 2 49.000
Slice 3 49.000
Log Frequencies
1 1 1 2.506
1 1 2 2.506
1 1 3 2.506
1 2 1 2.506
1 2 2 2.506
1 2 3 2.506
2 1 1 2.506
2 1 2 2.506
2 1 3 2.506
2 2 1 2.506
2 2 2 2.506
2 2 3 2.506
Row 1 2.506
Row 2 2.506
Col 1 2.506
Col 2 2.506
Slice 1 2.506
Slice 2 2.506
Slice 3 2.506
Cell Parameters
1 1 1 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
1 1 2 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
1 1 3 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
1 2 1 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
1 2 2 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
1 2 3 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
2 1 1 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
2 1 2 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
2 1 3 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
303
2 2 1 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
2 2 2 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
2 2 3 2.506 0.000 0.000 0.000

0.000 0.000 0.000 0.000
Log Linear Screen
A large number of possible parameters may be tested by the log linear procedures. It is not
uncommon to complete an initial screening of the data for an analysis. In particular, an
investigator may want to consider one of the variables as having "fixed" marginal values while
the other margins are free to vary. These marginal associations can be tested by this procedure.
Fig. 7.15 Log Linear Screening Dialogue
Shown below are the results of the screen for a three-way classification table.
FILE: C:\lazarus\Projects\LazStats\LazStatsData\ABCLogLinData.LAZ
Marginal Totals for Row
1 2
63 84
Marginal Totals for Col
1 2
54 93
Marginal Totals for Slice
1 2 3
42 54 51
Total Frequencies = 147
EXPECTED CELL VALUES FOR MODEL OF COMPLETE INDEPENDENCE

304
Cell Observed Expected Log Expected

1 1 1 6 6.61 1.889
2 1 1 6 8.82 2.177
1 2 1 15 11.39 2.433
2 2 1 15 15.18 2.720
1 1 2 9 8.50 2.140
2 1 2 15 11.34 2.428
1 2 2 12 14.64 2.684
2 2 2 18 19.52 2.972
1 1 3 12 8.03 2.083
2 1 3 6 10.71 2.371
1 2 3 9 13.83 2.627
2 2 3 24 18.44 2.914
Chisquare = 11.310 with probability = 0.004 (DF = 2)
G squared = 11.471 with probability = 0.003 (DF = 2)
U (mu) for general loglinear model = 2.45

First Order LogLinear Model Factors and N of Cells in Each
CELL U1 N Cells U2 N Cells U3 N Cells
1 1 1 -0.144 6 -0.272 6 -0.148 4

2 1 1 0.144 6 -0.272 6 -0.148 4
1 2 1 -0.144 6 0.272 6 -0.148 4
2 2 1 0.144 6 0.272 6 -0.148 4
1 1 2 -0.144 6 -0.272 6 0.103 4
2 1 2 0.144 6 -0.272 6 0.103 4
1 2 2 -0.144 6 0.272 6 0.103 4
2 2 2 0.144 6 0.272 6 0.103 4
1 1 3 -0.144 6 -0.272 6 0.046 4
2 1 3 0.144 6 -0.272 6 0.046 4
1 2 3 -0.144 6 0.272 6 0.046 4
2 2 3 0.144 6 0.272 6 0.046 4
Second Order Loglinear Model Terms and N of Cells in Each
CELL U12 N Cells U13 N Cells U23 N Cells
1 1 1 -0.416 3 -0.292 2 -0.420 2

2 1 1 -0.128 3 -0.005 2 -0.420 2
1 2 1 0.128 3 -0.292 2 0.123 2
2 2 1 0.416 3 -0.005 2 0.123 2
1 1 2 -0.416 3 -0.041 2 -0.169 2
2 1 2 -0.128 3 0.247 2 -0.169 2
1 2 2 0.128 3 -0.041 2 0.375 2
2 2 2 0.416 3 0.247 2 0.375 2
1 1 3 -0.416 3 -0.098 2 -0.226 2
2 1 3 -0.128 3 0.190 2 -0.226 2
1 2 3 0.128 3 -0.098 2 0.317 2
2 2 3 0.416 3 0.190 2 0.317 2
SCREEN FOR INTERACTIONS AMONG THE VARIABLES
Adapted from the Fortran program by Lustbader and Stodola printed in
Applied Statistics, Volume 30, Issue 1, 1981, pages 97-105 as Algorithm
AS 160 Partial and Marginal Association in Multidimensional Contingency Tables
Statistics for tests that the interactions of a given order are zero
ORDER STATISTIC D.F. PROB.
1 15.108 4 0.004
2 6.143 5 0.293
3 5.328 2 0.070
Statistics for Marginal Association Tests

VARIABLE ASSOC. PART ASSOC. MARGINAL ASSOC. D.F. PROB
1 1 3.010 3.010 1 0.083
1 2 10.472 10.472 1 0.001
1 3 1.626 1.626 2 0.444
2 1 2.224 1.773 1 0.183
2 2 1.726 1.275 2 0.529
2 3 3.095 2.644 2 0.267
305
Chapter 8. Non-Parametric Statistics

Beginning statistics students are usually introduced to what are called "parametric" statistics methods.
Those methods utilize "models" of score distributions such as the normal (Gaussian) distribution, Poisson
distribution, binomial distribution, etc. The emphasis in parametric statistical methods is estimating population
parameters from sample statistics when the distribution of the population scores can be assumed to be one of these
theoretical models. The observations made are also assumed to be based on continous variables that utilize an
interval or ratio scale of measurement. Frequently the measurement scales available yield only nominal or ordinal
values and nothing can be assumed about the distribution of such values in the population sampled. If however,
random sampling has been utilized in selecting subjects, one can still make inferences about relationships and
differences similar to those made with parametric statistics. For example, if students enrolled in two courses are
assigned a rank on their achievement in each of the two courses, it is reasonable to expect that students that rank
high in one course would tend to rank high in the other course. Since a rank only indicates order however and not
"how much" was achieved, we cannot use the usual product-moment correlation to indicate the relationship between
the ranks. We can estimate, however, what the product of rank values in a group of n subjects where the ranks are
randomly assigned would tend to be and estimate the variability of these sums or rank products for repeated
samples. This would lead to a test of significance of the departure of our rank product sum (or average) from a
value expected when there is no relationship.
A variety of non-parametric methods have been developed for nominal and ordinal measures to indicate
congruence or similarity among independent groups or repeated measures on subjects in a group.
Contingency Chi-Square
The frequency chi-square statistic is used to accept or reject hypotheses concerning the degree to which
observed frequencies depart from theoretical frequencies in a row by column contingency table with fixed marginal
frequencies. It therefore tests the independence of the categorical variables defining the rows and columns. As an
example, assume 50 males and 50 females are randomly assigned to each of three types of instructional methods to
learn beginning French, (a) using a language laboratory, (b) using a computer with voice synthesizer and (c) using
an advanced student tutor. Following a treatment period, a test is administered to each student with scoring results
being pass or fail. The frequency of passing is then recorded for each cell in the 2 by 3 array (gender by treatment).
If gender is independent of the treatment variable, the expected frequency of males that pass in each treatment would
be the same as the expected frequency for females. The chi-squared statistic is obtained as
row col
Σ Σ (fij - Fij)2
i=1 j=1
χ2 = ----------------------- (8.1)
Fij
where fij is the observed frequency, Fij the expected frequency, and χ2 is the chi-squared statistic with degrees of
freedom (rows - 1) times (columns - 1).
306
Spearman Rank Correlation
When the researcher’s data represent ordinal measures such as ranks with some observations being tied for
the same rank, the Rank Correlation may be the appropriate statistic to calculate. While the computation for the case
of untied cases is the same as that for the Pearson Product-Moment correlation, the correction for tied ranks is found
only in the Spearman correlation. In addition, the interpretation of the significance of the Rank Correlation may
differ from that of the Pearson Correlation where bivariate normalcy is assumed.
Mann-Whitney U Test
An alternative to the Student t-test when the scale of measurement cannot be assumed to be interval or ratio
and the distribution of errors is unknown is a non-parametric test known as the Mann-Whitney test. In this test, the
dependent variable scores for both groups are ranked and the number of times that one groups scores exceed the
rank of scores in the other group are recorded. This total number of times scores in one group exceed those of the
other is named U. The sampling distribution of U is known and forms the basis for the hypothesis that the scores
come from the same population.
Fisher’s Exact Test

The probability of any given pattern of responses in a 2 by 2 table may be calculated from the hypergeometric
probability distribution as
(A+B)!(C+D)!(A+C)!(B+D)!
P = -------------------------------------- (8.2)
N!A!B!C!D!
where A, B, C, and D correspond to the frequencies in the four quadrants of the table and N corresponds to the total
number of individuals sampled.
Kendall’s Coefficient of Concordance
It is not uncommon that a group of people are asked to judge a group of persons or objects by rank ordering
them from highest to lowest. It is then desirable to have some index of the degree to which the various judges
agreed, that is, ranked the objects in the same order. The Coefficient of Concordance is a measure varying between
0 and 1 that indicates the degree of agreement among judges. It is defined as:
W = Variance of rank sums / maximum variance of rank sums.
The coefficient W may also be used to obtain the average rank correlation among the judges by the formula:
Mr = (mW - 1) / (m - 1) (8.3)
where Mr is the average (Spearman) rank correlation, m is the number of judges and W is the Coefficient of
Concordance.
307
Kruskal-Wallis One-Way ANOVA
One-Way, Fixed-Effects Analysis of Variance assumes that error (residual) scores are normally distributed,
that subjects are randomly selected from the population and assigned to treatments, and that the error scores are
equally distributed in the populations representing the treatments. The scale of measurement for the dependent
variable is assumed to be interval or ratio. But what can you do if, in fact, your measure is only ordinal (for example
like most classroom tests), and you cannot assume normally distributed, homoscedastic error distributions?
Why, of course, you convert the scores to ranks and ask if the sum of rank scores in each treatment group
are the same within sampling error! The Kruskal-Wallis One-Way Analysis of variance converts the dependent
score for each subject in the study to a rank from 1 to N. It then examines the ranks attained by subjects in each of
the treatment groups. Then a test statistic which is distributed as Chi-Squared with degrees of freedom equal to the
number of treatment groups minus one is obtained from:
12 K
H = ---------- Rj2 / nj - 3(N + 1) (8.4)
N(N + 1) j=1
where N is the total number of subjects in the experiment, n j is the number of subjects in the jth treatment, K is the
number of treatments and Rj is the sum of ranks in the jth treatment.
Wilcoxon Matched-Pairs Signed Ranks Test
This test provides an alternative to the student t-test for matched score data where the assumptions for the
parametric t-test cannot be met. In using this test, the difference is obtained between each of N pairs of scores
observed on matched objects, for example, the difference between pretest and post-test scores for a group of
students. The difference scores obtained are then ranked. The ranks of negative score differences are summed and
the ranks of positive score differences are summed. The test statistic T is the smaller of these two sums. Difference
scores of 0 are eliminated since a rank cannot be assigned. If the null hypothesis of no difference between the
groups of scores is true, the sum of positive ranks should not differ from the sum of negative ranks beyond that
expected by chance. Given N ranks, there is a finite number of ways of obtaining a given sum T. There are a total
of 2 raised to the N ways of assigning positive and negative differences to N ranks. In a sample of 5 pairs, for
example, there are 2 to the fifth power = 32 ways. Each rank sign would occur with probability of 1/32. The
probability of getting a particular total T is
Ways of getting T
PT = ----------------------- (8.5)
2N
The cumulative probabilities for T, T-1,....,0 are obtained for the observed T value and reported. For large samples,
a normally distributed z score is approximated and used.
Cochran Q Test
The Cochran Q test is used to test whether or not two or more matched sets of frequencies or proportions,
measured on a nominal or ordinal scale, differ significantly among themselves. Typically, observations are
dichotomous, that is, scored as 0 or 1 depending on whether or not the subject falls into one or the other criterion
group. An example of research for which the Q test may be applied might be the agreement or disagreement to the
question "Should abortions be legal?". The research design might call for a sample of n subjects answering the
question prior to a debate and following a debate on the topic and subsequently six months later. The Q test applied
to these data would test whether or not the proportion agreeing was the same under these three time periods. The Q
statistic is obtained as
308
K K
(K - 1) Σ Gj2 - ( Σ Gj )2
j=1 j=1
Q = ---------------------------------- (8.6)
n n
K Σ Li - Σ Li2
i=1 i=1
where K is the number of treatments (groups of scores, G j is the sum with the jth treatment group,
and Li is the sum within case i (across groups). The Q statistic is distributed approximately as Chi-squared with
degrees of freedom K-1. If Q exceeds the Chi-Squared value corresponding to the cumulative probability value, the
hypothesis of equal proportions for the K groups is rejected.
Sign Test
Imagine a counseling psychologist who sees, over a period of months, a number of clients with personal
problems. Suppose the psychologist routinely contacts each client for a six month followup to see how they are
doing. The counselor could make an estimate of client "adjustment" before treatment and at the followup time (or
better still, have another person independently estimate adjustment at these two time periods). We may assume
some underlying continuous "adjustment" variable even though we have no idea about the population distribution of
the variable. We are intrested in knowing, of course, whether or not people are better adjusted six months after
therapy than before. Note that we are only comparing the "before" and "after" state of the individuals with each
other, not with other subjects. If we assign a + to the situation of improved adjustment and a - to the situation of
same or poorer adjustment, we have the data required for a Sign Test. If treatment has had no effect, we would
expect approximately one half the subjects would receive plus signs and the others negative signs. The sampling
distribution of the proportion of plus signs is given by the binomial probability distribution with parameter of .5 and
the number of events equal to n, the number of pairs of observations.
Friedman Two Way ANOVA
Imagine an experiment using, say, ten groups of subjects with four subjects in each group that have been
matched on some relevant variables (or even using the same subjects). The matched subjects in each group are
exposed to four different treatments such as teaching methods, dosages of medicine, proportion of positive responses
to statements or questions, etc. Assume that some criterion measure on at least a nominal scale is available to
measure the effect of each treatment. Now rank the subjects in each group on the basis of their scores on the
criterion. We may now ask whether the ranks in each treatment come from the same population. Had we been able
to assume an interval or ratio measure and normally distributed errors, we might have used a repeated measures
analysis of variance. Failing to meet the parametric test assumptions, we instead examine the sum of ranks obtained
under each of the treatment conditions and ask whether they differ significantly. The test statistic is distributed as
Chi-squared with degrees of freedom equal to the number of treatments minus one. It is obtained as where N is the
number of groups, K the number of treatments (or number of subjects in each group), and R j is the sum of ranks in
each treatment.
Probability of a Binomial Event
The BINOMIAL program is a short program to calculate the probability of obtaining k or fewer
occurrences of a dichotomous variable out of a total of n observations when the probability of an occurrence is
known. For example, assume a test consists of 5 multiple choice items with each item scored correct or incorrect.
Also assume that there are five equally plausible choices for a student with no knowledge concerning any item. In
this case, the probability of a student guessing the correct answer to a single item is 1/5 or .20 . We may use the
309
binomial program to obtain the probabilities that a student guessing on each item of the test gets a score of 0, 1, 2, 3,
4, or 5 items correct by chance alone.
The formula for the probability of a dichotomous event k where the probability of a single event is p (and
the probability of a non-event is q = 1 - p is given as:
N!
P(k) = ------------- p(N-k) qk (8.7)
(N - k)! k!
For example, if a “fair” coin is tossed three times with the probabilities of heads is p = .5 (and q = .5) then the
probabilty of observing 2 heads is
3!
P(2) = ------------0.51 x 0.52
(3-2)! 2!
3x2x1
= -------------- x 0.5 x 0.25
1 x (2 x 1)
6
= --------- x 0.125 = .375
2
Similarly, the probability of getting one toss turn up heads is
3! 6
P(1) = ------------ 0.52 x 0.5 = ----------- x 0.25 x 0.5 = .375
(3-1)! 1! 2
and the probability of getting zero heads turn up in three tosses is
3! 6
P(0) = ------------ 0.50 x 0.53 = ----------x 1.0 x 0.125 = 0.125
(3-0)! 0! 6
The probability of getting 2 or fewer heads in three tosses is the sum of the three probabilities, that is, 0.375 + 0.375
+ 0.125 = 0.875 .
Runs Test
Random sampling is a major assumption of nearly all statistical tests of hypotheses. The Runs test is one
method available for testing whether or not an obtained sample is likely to have been drawn at random. It is based
on the order of the values in the sample and the number of values increasing or decreasing in a sequence. For
example, if a variable is composed of dichotomous values such as zeros (0) and ones (1) then a run of values such as
0,0,0,0,1,1,1,1 would not likely to have been selected at random. As another example, the values 0,1,0,1,0,1,0,1
show a definite cyclic pattern and also would not likely be found by random sampling. The test involves finding the
mean of the values and examining values above and below the mean (excluding values at the mean.) The values
falling above or below the mean should occur in a random fashion. A run consists of a series of values above the
mean or below the mean. The expected value for the total number of runs is known and is a function of the sample
size (N) and the numbers of values above (N1) and below (N2) the mean. This test may be applied to nominal
through ratio variable types.
Kendall's Tau and Partial Tau
310
When two variables are at least ordinal, the tau correlation may be obtained as a measure of the relationship
between the two variables. The values of the two variables are ranked. The method involves ordering the values
using one of the variables. If the values of the other variable are in the same order, the correlation would be 1.0. If
the order is exactly the opposite for this second variable, the correlation would be -1.0 just as if we had used the
Pearson Product-Moment correlation method. Each pair of ranks for the second variable are compared. If the order
(from low to high) is correct for a pair it is assigned a value of +1. If the pair is in reverse order, it is assigned a
value of -1. These values are summed. If there are N values then we can obtain the number of pairs of scores for
one variable as the number of combinations of N things taken 2 at a time which is N(N-1). The tau statistic is the
ratio of the sum of 1's and -1's to the total number of pairs. Adjustments are made in the case of tied scores. For
samples larger than 10, tau is approximately normally distributed.
Whenever two variables are correlated, the relationship observed may, in part, be due to their common
relationship to a third variable. We may be interested in knowing what the relationship is if we partial out this third
variable. The Partial Tau provides this. Since the distribution of the partial tau is not known, no test of significance
is included.
The Kaplan-Meier Survival Test
Survival analysis is concerned with studying the occurrence of an event such as death or change in a subject or
object at various times following the beginning of the study. Survival curves show the percentage of subjects
surviving at various times as the study progresses. In many cases, it is desired to compare survival of an
experimental treatment with a control treatment. This method is heavily used in medical research but is not
restricted to that field. For example, one might compare the rate of college failure among students in an
experimental versus a control group.
Kolmogorov-Smirnov Test
One often is interested in comparing a distribution of observed values with a theoretical distribution of
values. Because many statistical tests assume a “normal” distribution, a variety of tests have been developed to
determine whether or not two distributions are different beyond that expected due to random sampling variations.
This test lets you compare your distribution with several theoretical distributions.
Contingency Chi-Square
The frequency chi-square statistic is used to accept or reject hypotheses concerning the degree to which
observed frequencies depart from theoretical frequencies in a row by column contingency table with fixed marginal
frequencies. It therefore tests the independence of the categorical variables defining the rows and columns. As an
example, assume 50 males and 50 females are randomly assigned to each of three types of instructional methods to
learn beginning French, (a) using a language laboratory, (b) using a computer with voice synthesizer and (c) using
an advanced student tutor. Following a treatment period, a test is administered to each student with scoring results
being pass or fail. The frequency of passing is then recorded for each cell in the 2 by 3 array (gender by treatment).
If gender is independent of the treatment variable, the expected frequency of males that pass in each treatment would
be the same as the expected frequency for females. The chi-squared statistic is obtained as
row col
Σ Σ (fij - Fij)2
i=1 j=1
χ2 = -----------------------
Fij
where fij is the observed frequency, Fij the expected frequency, and χ2 is the chi-squared statistic with degrees of
freedom (rows - 1) times (columns - 1).
311
The dialog for specifying a chi square analysis is shown below:
Fig. 8.1 Chi-Squared Dialog

The File ChiSqr.LAZ has been loaded for this example. When the Compute button is clicked, the following results
are obtained:
Rows
Variables
COL.1 COL.2 COL.3 COL.4 Total
Row 1 5 5 5 5 20
Row 2 10 4 7 3 24
Row 3 5 10 10 2 27
Total 20 19 22 10 71
Variables
COL.1 COL.2 COL.3 COL.4
Row 1 5.634 5.352 6.197 2.817
Row 2 6.761 6.423 7.437 3.380
Row 3 7.606 7.225 8.366 3.803
Variables
Row 1 0.250 0.250 0.250 0.250 1.000
Row 2 0.417 0.167 0.292 0.125 1.000
Row 3 0.185 0.370 0.370 0.074 1.000
Total 0.282 0.268 0.310 0.141 1.000
312
Variables
Row 1 0.250 0.263 0.227 0.500 0.282
Row 2 0.500 0.211 0.318 0.300 0.338
Row 3 0.250 0.526 0.455 0.200 0.380
Total 1.000 1.000 1.000 1.000 1.000
Variables
Row 1 0.070 0.070 0.070 0.070 0.282
Row 2 0.141 0.056 0.099 0.042 0.338
Row 3 0.070 0.141 0.141 0.028 0.380
Total 0.282 0.268 0.310 0.141 1.000
Variables
COL.1 COL.2 COL.3 COL.4
Row 1 0.071 0.023 0.231 1.692
Row 2 1.552 0.914 0.026 0.043
Row 3 0.893 1.066 0.319 0.855
Chi-square = 7.684 with D.F. = 6. Prob. > value = 0.262
Liklihood Ratio = 7.498 with prob. > value = 0.2772
G statistic = 7.498 with prob. > value = 0.2772
phi correlation = 0.3290
Pearson Correlation r = -0.0537
Mantel-Haenszel Test of Linear Association = 0.202 with probability > value = 0.6532
The coefficient of contingency = 0.312
Cramers V = 0.233
Spearman Rank Correlation
When the researcher’s data represent ordinal measures such as ranks with some observations being tied for
the same rank, the Rank Correlation may be the appropriate statistic to calculate. While the computation for the case
of untied cases is the same as that for the Pearson Product-Moment correlation, the correction for tied ranks is found
only in the Spearman correlation. In addition, the interpretation of the significance of the Rank Correlation may
differ from that of the Pearson Correlation where bivariate normalcy is assumed. Shown below is an example for
obtaining the Spearman Rank Correlation:
313
Fig. 8.2 Spearman Rank Correlation Form

Spearman Rank Correlation Between situps & jumps
Tied ranks correction for X = 662.00 for 0 ties

Tied ranks correction for Y = 663.50 for 0 ties
Observed scores, their ranks and differences between ranks

CASE situps Ranks jumps Ranks Rank Difference
1 162.00 13.00 60.00 12.50 0.50
2 110.00 8.50 60.00 12.50 -4.00
3 101.00 5.00 101.00 16.00 -11.00
4 105.00 7.00 37.00 3.00 4.00
5 155.00 12.00 58.00 11.00 1.00
6 101.00 5.00 42.00 8.00 -3.00
7 101.00 5.00 38.00 4.50 0.50
8 125.00 11.00 40.00 6.50 4.50
9 200.00 14.00 40.00 6.50 7.50
10 251.00 20.00 250.00 20.00 0.00
11 120.00 10.00 38.00 4.50 5.50
12 210.00 15.50 115.00 18.00 -2.50
13 215.00 17.00 105.00 17.00 0.00
14 50.00 1.00 50.00 10.00 -9.00
15 70.00 3.00 31.00 2.00 1.00
16 210.00 15.50 120.00 19.00 -3.50
17 60.00 2.00 25.00 1.00 1.00
18 230.00 19.00 80.00 15.00 4.00
19 225.00 18.00 73.00 14.00 4.00
20 110.00 8.50 43.00 9.00 -0.50
Spearman Rank Correlation = 0.695
t-test value for hypothesis r = 0 is 4.103

Probability > t = 0.0007
Pearson r for original scores := 0.669

For the Original Scores:
Mean X Variance X Std.Dev. X Mean Y Variance Y Std.Dev. Y
145.55 3914.58 62.57 70.30 2629.38 51.28
Mann-Whitney U Test
An alternative to the Student t-test when the scale of measurement cannot be assumed to be interval or ratio
and the distribution of errors is unknown is a non-parametric test known as the Mann-Whitney test. In this test, the
dependent variable scores for both groups are ranked and the number of times that one groups scores exceed the
314
rank of scores in the other group are recorded. This total number of times scores in one group exceed those of the
other is named U. The sampling distribution of U is known and forms the basis for the hypothesis that the scores
come from the same population.
The example below illustrates the calculation of the U test with LazStats using the mannwhitU.LAZ file:
Fig. 8.3 The Mann-Whitney U Test Form

Mann-Whitney U Test
See pages 116-127 in S. Siegel: Nonparametric Statistics for the Behavioral Sciences
Score Rank Group
6.00 1.50 1
6.00 1.50 2
7.00 5.00 1
7.00 5.00 1
7.00 5.00 1
7.00 5.00 1
7.00 5.00 1
8.00 9.50 1
8.00 9.50 2
8.00 9.50 2
8.00 9.50 1
9.00 12.00 1
10.00 16.00 1
10.00 16.00 2
10.00 16.00 2
10.00 16.00 2
10.00 16.00 1
10.00 16.00 1
10.00 16.00 1
11.00 20.50 2
11.00 20.50 2
12.00 24.50 2
12.00 24.50 2
12.00 24.50 2
12.00 24.50 2
12.00 24.50 1
12.00 24.50 1
13.00 29.50 1
13.00 29.50 2
13.00 29.50 2
13.00 29.50 2
14.00 33.00 2
14.00 33.00 2
14.00 33.00 2
15.00 36.00 2
15.00 36.00 2
15.00 36.00 2
315
16.00 38.00 2
17.00 39.00 2
Sum of Ranks in each Group

Group Sum No. in Group
1 200.00 16
2 580.00 23
No. of tied rank groups = 9

Statistic U = 304.0000
z Statistic (corrected for ties) = 3.4262, Prob. > z = 0.0003
Fisher’s Exact Test
Assume you have collected data on principals and superintendents concerning their agreement or
disagreement to the statement "high school athletes observed drinking or using drugs should be barred from further
athletic competition". You record their responses in a table as below:
Disagree Agree
Superintendents 2 8
Principals 4 5
You ask, are the responses of superintendents and principals significantly different? Another way to ask the
question is, "what is the probability of getting the pattern of responses observed or a more extreme pattern?". The
probability of any given pattern of responses in this 2 by 2 table may be calculated from the hypergeometric
probability distribution as
(A+B)!(C+D)!(A+C)!(B+D)!
P = --------------------------------------
N!A!B!C!D!
where A, B, C, and D correspond to the frequencies in the four quadrants of the table and N corresponds to the total
number of individuals sampled.
When you elect the Statistics / NonParametric / Fisher’s Exact Test option from the menu, you are shown a
specification form which provides for four different formats for entering data. We have elected the last format
(entry of frequencies on the form itself):
316
Fig. 8.4 Fisher's Exact Test Form
When we click the Compute button we obtain:
Fisher Exact Probability Test
Contingency Table for Fisher Exact Test

Column
Row 1 2
1 2 8
2 4 5
Probability := 0.2090
Cumulative Probability := 0.2090

Column
Row 1 2
1 1 9
2 5 4

Column
Row 1 2
1 0 10
2 6 3
Tocher ratio computed: 0.002

A random value of 0.099 selected was greater than the Tocher value.
Conclusion: Accept the null Hypothesis
Notice that the probability of each combination of cell values as extreme or more extreme than that observed is
computed and the probabilities summed.
Kendall’s Coefficient of Concordance
It is not uncommon that a group of people are asked to judge a group of persons or objects by rank ordering
them from highest to lowest. It is then desirable to have some index of the degree to which the various judges
agreed, that is, ranked the objects in the same order. The Coefficient of Concordance is a measure varying between
0 and 1 that indicates the degree of agreement among judges. It is defined as:
W = Variance of rank sums / maximum variance of rank sums.
The coefficient W may also be used to obtain the average rank correlation among the judges by the formula:
Mr = (mW - 1) / (m - 1)
where Mr is the average (Spearman) rank correlation, m is the number of judges and W is the Coefficient of
Concordance.
The file sucsintv.LAZ is used to demonstrate the LazStats procedure for this analysis:
317
Fig. 8.5 Coefficient of Concordance Form
Kendall Coefficient of Concordance Analysis
Ranks Assigned to Judge Ratings of Objects
Judge 1 Objects
VAR1 VAR2 VAR3 VAR4 VAR5 VAR6
5.5000 4.0000 3.0000 2.0000 1.0000 5.5000
Judge 2 Objects
6.0000 4.5000 3.0000 2.0000 1.0000 4.5000
Judge 3 Objects
5.5000 3.5000 5.5000 2.0000 1.0000 3.5000
Judge 4 Objects
6.0000 5.0000 3.5000 2.0000 1.0000 3.5000
Judge 5 Objects
6.0000 4.0000 4.0000 2.0000 1.0000 4.0000
Judge 6 Objects
6.0000 5.0000 4.0000 2.5000 1.0000 2.5000
Judge 7 Objects
6.0000 5.0000 4.0000 3.0000 2.0000 1.0000
Judge 8 Objects
6.0000 4.5000 3.0000 2.0000 1.0000 4.5000
Judge 9 Objects
6.0000 4.5000 3.0000 2.0000 1.0000 4.5000
Judge 10 Objects
6.0000 5.0000 3.5000 2.0000 1.0000 3.5000
Judge 11 Objects
6.0000 4.5000 2.5000 4.5000 1.0000 2.5000
Judge 12 Objects
6.0000 5.0000 4.0000 2.5000 1.0000 2.5000
Sum of Ranks for Each Object Judged
318
Objects
71.0000 54.5000 43.0000 28.5000 13.0000 42.0000
Coefficient of concordance := 0.834

Average Spearman Rank Correlation := 0.819
Chi-Square Statistic := 50.037
Probability of a larger Chi-Square := 0.0000
Warning - Above Chi-Square is very approximate with 7 or fewer variables!
Kruskal-Wallis One-Way ANOVA
One-Way, Fixed-Effects Analysis of Variance assumes that error (residual) scores are normally distributed,
that subjects are randomly selected from the population and assigned to treatments, and that the error scores are
equally distributed in the populations representing the treatments. The scale of measurement for the dependent
variable is assumed to be interval or ratio. But what can you do if, in fact, your measure is only ordinal (for example
like most classroom tests), and you cannot assume normally distributed, homoscedastic error distributions?
Why, of course, you convert the scores to ranks and ask if the sum of rank scores in each treatment group
are the same within sampling error! The Kruskal-Wallis One-Way Analysis of variance converts the dependent
score for each subject in the study to a rank from 1 to N. It then examines the ranks attained by subjects in each of
the treatment groups. Then a test statistic which is distributed as Chi-Squared with degrees of freedom equal to the
number of treatment groups minus one is obtained from:
12 K
H = ---------- Rj2 / nj - 3(N + 1)
N(N + 1) j=1
where N is the total number of subjects in the experiment, nj is the number of subjects in the jth treatment, K is the
number of treatments and Rj is the sum of ranks in the jth treatment.
The Statistics / NonParametric / Kruskal-Wallis One-Way ANOVA option on your menu will permit
analysis of data in a data file. At least two variables should be defined for each case - a variable recording the
treatment group for the case and a variable containing the dependent variable score.
The file labeled kwanova.LAZ is used to demonstrate this LazStats procedure.
Fig. 8.6 The Kruskal-Wallis One-Way ANOVA Form
Kruskal - Wallis One-Way Analysis of Variance

319
Score Rank Group
61.00 1.00 1
82.00 2.00 2
83.00 3.00 1
96.00 4.00 1
101.00 5.00 1
109.00 6.00 2
115.00 7.00 3
124.00 8.00 2
128.00 9.00 1
132.00 10.00 2
135.00 11.00 2
147.00 12.00 3
149.00 13.00 3
166.00 14.00 3
Sum of Ranks in each Group

Group Sum No. in Group
1 22.00 5
2 37.00 5
3 46.00 4
No. of tied rank groups = 0

Statistic H uncorrected for ties = 6.4057
Correction for Ties = 1.0000
Statistic H corrected for ties = 6.4057
Corrected H is approx. chi-square with 2 D.F. and probability = 0.0406
Wilcoxon Matched-Pairs Signed Ranks Test
This test provides an alternative to the student t-test for matched score data where the assumptions for the
parametric t-test cannot be met. In using this test, the difference is obtained between each of N pairs of scores
observed on matched objects, for example, the difference between pretest and post-test scores for a group of
students. The difference scores obtained are then ranked. The ranks of negative score differences are summed and
the ranks of positive score differences are summed. The test statistic T is the smaller of these two sums. Difference
scores of 0 are eliminated since a rank cannot be assigned. If the null hypothesis of no difference between the
groups of scores is true, the sum of positive ranks should not differ from the sum of negative ranks beyond that
expected by chance. Given N ranks, there is a finite number of ways of obtaining a given sum T. There are a total
of 2 raised to the N ways of assigning positive and negative differences to N ranks. In a sample of 5 pairs, for
example, there are 2 to the fifth power = 32 ways. Each rank sign would occur with probability of 1/32. The
probability of getting a particular total T is
Ways of getting T
PT = -----------------------
2N
The cumulative probabilities for T, T-1,....,0 are obtained for the observed T value and reported. For large samples,
a normally distributed z score is approximated and used.
The file labeled wilcoxon.LAZ is used as our example:
320
Fig. 8.7 The Wilcoxon Matched Pairs Signed Ranks Test
The Wilcoxon Matched-Pairs Signed-Ranks Test

See pages 75-83 in S. Seigel's Nonparametric Statistics for the Social Sciences
Ordered Cases with cases having 0 differences eliminated:

Number of cases with absolute differences greater than 0 = 8
CASE VAR1 VAR2 Difference Signed Rank
3 73.00 74.00 -1.00 -1.00
8 65.00 62.00 3.00 2.00
7 76.00 80.00 -4.00 -3.00
4 43.00 37.00 6.00 4.00
5 58.00 51.00 7.00 5.00
6 56.00 43.00 13.00 6.00
1 82.00 63.00 19.00 7.00
2 69.00 42.00 27.00 8.00
Smaller sum of ranks (T) = 4.00

Approximately normal z for test statistic T = 1.960
Probability (1-tailed) of greater z = 0.0250
NOTE: For N < 25 use tabled values for Wilcoxon Test
Cochran Q Test
The Cochran Q test is used to test whether or not two or more matched sets of frequencies or proportions,
measured on a nominal or ordinal scale, differ significantly among themselves. Typically, observations are
dichotomous, that is, scored as 0 or 1 depending on whether or not the subject falls into one or the other criterion
group. An example of research for which the Q test may be applied might be the agreement or disagreement to the
question "Should abortions be legal?". The research design might call for a sample of n subjects answering the
question prior to a debate and following a debate on the topic and subsequently six months later. The Q test applied
to these data would test whether or not the proportion agreeing was the same under these three time periods. The Q
statistic is obtained as
K K
(K - 1) Σ Gj2 - ( Σ Gj )2
j=1 j=1
Q = ----------------------------------
n n
K Σ Li - Σ Li2
i=1 i=1
321
where K is the number of treatments (groups of scores, G j is the sum with the jth treatment group,
and Li is the sum within case i (across groups). The Q statistic is distributed approximately as Chi-squared with
degrees of freedom K-1. If Q exceeds the Chi-Squared value corresponding to the cumulative probability value, the
hypothesis of equal proportions for the K groups is rejected. ItemData.TAB is the file used to demonstrate this
procedure.
Fig. 8.8 The Q Test Form

Cochran Q Test for Related Samples
McGraw-Hill Book Company, New York, 1956
Cochran Q Statistic = 3.000

which is distributed as chi-square with 1 D.F. and probability = 0.0833
Sign Test
Did you hear about the nonparametrician who couln't get his driving license? He couldn't pass the sign test.
Imagine a counseling psychologist who sees, over a period of months, a number of clients with personal
problems. Suppose the psychologist routinely contacts each client for a six month followup to see how they are
doing. The counselor could make an estimate of client "adjustment" before treatment and at the followup time (or
better still, have another person independently estimate adjustment at these two time periods). We may assume
some underlying continuous "adjustment" variable even though we have no idea about the population distribution of
the variable. We are intrested in knowing, of course, whether or not people are better adjusted six months after
therapy than before. Note that we are only comparing the "before" and "after" state of the individuals with each
other, not with other subjects. If we assign a + to the situation of improved adjustment and a - to the situation of
same or poorer adjustment, we have the data required for a Sign Test. If treatment has had no effect, we would
expect approximately one half the subjects would receive plus signs and the others negative signs. The sampling
distribution of the proportion of plus signs is given by the binomial probability distribution with parameter of .5 and
the number of events equal to n, the number of pairs of observations. We will use a file labeled signtest.tab for an
example. It contains an “adjustment” score for married couples (M and F):
322
Fig. 8.9 The Sign Test Form

Results for the Sign Test
Frequency of 11 out of 17 observed + sign differences.

Frequency of 3 out of 17 observed - sign differences.
Frequency of 3 out of 17 observed no differences.
The theoretical proportion expected for +'s or -'s is 0.5
The test is for the probability of the +'s or -'s (which ever is fewer)
as small or smaller than that observed given the expected proportion.
Binary Probability of 0 = 0.0001

Binomial Probability of 3 or smaller out of 14 = 0.0287
Friedman Two Way ANOVA
Imagine an experiment using, say, ten groups of subjects with four subjects in each group that have been
matched on some relevant variables (or even using the same subjects). The matched subjects in each group are
exposed to four different treatments such as teaching methods, dosages of medicine, proportion of positive responses
to statements or questions, etc. Assume that some criterion measure on at least a nominal scale is available to
measure the effect of each treatment. Now rank the subjects in each group on the basis of their scores on the
criterion. We may now ask whether the ranks in each treatment come from the same population. Had we been able
to assume an interval or ratio measure and normally distributed errors, we might have used a repeated measures
analysis of variance. Failing to meet the parametric test assumptions, we instead examine the sum of ranks obtained
under each of the treatment conditions and ask whether they differ significantly. The test statistic is distributed as
Chi-squared with degrees of freedom equal to the number of treatments minus one. It is obtained as where N is the
number of groups, K the number of treatments (or number of subjects in each group), and R j is the sum of ranks in
each treatment.
Friedman_ties.LAZ will be used to demonstrate this procedure. Shown below is the dialog form to specify
the analysis and the results of the analysis.
323
Fig. 8.10 The Friedman Analysis Specification Form

FRIEDMAN TWO-WAY ANOVA ON RANKS
See pages 166-173 in S. Siegel's Nonparametric Statistics
for the Behavioral Sciences, McGraw-Hill Book Co., New York, 1956
Treatment means - values to be ranked. with 18 cases.
Variables
X1 X2 X3
Group 1 10.333 10.333 7.667
Group 2 11.000 10.667 7.000
Group 3 12.333 10.333 6.333
Group 4 5.333 5.667 3.667
Group 5 4.000 3.000 2.667
Group 6 3.000 2.000 2.333
Number in each group's treatment.
GROUP
Variables
X1 X2 X3
Group 1 3 3 3
Group 2 3 3 3
Group 3 3 3 3
Group 4 3 3 3
Group 5 3 3 3
Group 6 3 3 3
Score Rankings Within Groups with 18 cases.
Variables
X1 X2 X3
Group 1 2.500 2.500 1.000
Group 2 3.000 2.000 1.000
Group 3 3.000 2.000 1.000
Group 4 2.000 3.000 1.000
Group 5 3.000 2.000 1.000
Group 6 3.000 1.000 2.000
TOTAL RANKS with 18 valid cases.
Variables X1 X2 X3
324
16.500 12.500 7.000
Chi-square with 2 D.F. := 7.583 with probability := 0.0226

Chi-square too approximate-use exact table (TABLE N)
page 280-281 in Siegel
Probability of a Binomial Event
The BINOMIAL program is a short program to calculate the probability of obtaining k or fewer
occurrences of a dichotomous variable out of a total of n observations when the probability of an occurrence is
known. For example, assume a test consists of 5 multiple choice items with each item scored correct or incorrect.
Also assume that there are five equally plausible choices for a student with no knowledge concerning any item. In
this case, the probability of a student guessing the correct answer to a single item is 1/5 or .20 . We may use the
binomial program to obtain the probabilities that a student guessing on each item of the test gets a score of 0, 1, 2, 3,
4, or 5 items correct by chance alone.
The formula for the probability of a dichotomous event k where the probability of a single event is p (and
the probability of a non-event is q = 1 - p is given as:
N!
P(k) = ------------- p(N-k) qk
(N - k)! k!
For example, if a “fair” coin is tossed three times with the probabilities of heads is p = .5 (and q = .5) then the
probabilty of observing 2 heads is
3!
P(2) = ------------0.51 x 0.52
(3-2)! 2!
3x2x1
= -------------- x 0.5 x 0.25
1 x (2 x 1)
6
= --------- x 0.125 = .375
2
Similarly, the probability of getting one toss turn up heads is
3! 6
P(1) = ------------ 0.52 x 0.5 = ----------- x 0.25 x 0.5 = .375
(3-1)! 1! 2
and the probability of getting zero heads turn up in three tosses is
3! 6
P(0) = ------------ 0.50 x 0.53 = ----------x 1.0 x 0.125 = 0.125
(3-0)! 0! 6
The probability of getting 2 or fewer heads in three tosses is the sum of the three probabilities, that is, 0.375 +
0.375 + 0.125 = 0.875 .
Shown below is the form used to obtain binomial probabilities and an example run of the procedure:
325
Fig. 8.11 Binomial Probability Form

Binomial Probability Test
Frequency of 3 out of 10 observed

The theoretical proportion expected in category A is 0.500
The test is for the probability of a value in category A as small or smaller
than that observed given the expected proportion.
Probability of 0 = 0.0010
Binomial Probability of 3 or less out of 10 = 0.1719
Runs Test
Random sampling is a major assumption of nearly all statistical tests of hypotheses. The Runs test is one
method available for testing whether or not an obtained sample is likely to have been drawn at random. It is based
on the order of the values in the sample and the number of values increasing or decreasing in a sequence. For
example, if a variable is composed of dichotomous values such as zeros (0) and ones (1) then a run of values such as
0,0,0,0,1,1,1,1 would not likely to have been selected at random. As another example, the values 0,1,0,1,0,1,0,1
show a definite cyclic pattern and also would not likely be found by random sampling. The test involves finding the
mean of the values and examining values above and below the mean (excluding values at the mean.) The values
falling above or below the mean should occur in a random fashion. A run consists of a series of values above the
mean or below the mean. The expected value for the total number of runs is known and is a function of the sample
size (N) and the numbers of values above (N1) and below (N2) the mean. This test may be applied to nominal
through ratio variable types.
The file labeled runstest.LAZ will be used to demonstrate the use of this procedure.
326
Fig. 8.12 Test for Randomness Using the Runs Test
Kendall's Tau and Partial Tau
When two variables are at least ordinal, the tau correlation may be obtained as a measure of the relationship
between the two variables. The values of the two variables are ranked. The method involves ordering the values
using one of the variables. If the values of the other variable are in the same order, the correlation would be 1.0. If
the order is exactly the opposite for this second variable, the correlation would be -1.0 just as if we had used the
Pearson Product-Moment correlation method. Each pair of ranks for the second variable are compared. If the order
(from low to high) is correct for a pair it is assigned a value of +1. If the pair is in reverse order, it is assigned a
value of -1. These values are summed. If there are N values then we can obtain the number of pairs of scores for
one variable as the number of combinations of N things taken 2 at a time which is N(N-1). The tau statistic is the
ratio of the sum of 1's and -1's to the total number of pairs. Adjustments are made in the case of tied scores. For
samples larger than 10, tau is approximately normally distributed.
Whenever two variables are correlated, the relationship observed may, in part, be due to their common
relationship to a third variable. We may be interested in knowing what the relationship is if we partial out this third
variable. The Partial Tau provides this. Since the distribution of the partial tau is not known, no test of significance
is included.
The file labeled TAUDATA.LAZ has been used to illustrate this procedure in the Fig. below:
327
Fig. 8.13 Kendall’s Tau and Partial Tau Form
Ranks with 12 cases.
Variables
X Y Z
1 3.000 2.000 1.500
2 4.000 6.000 1.500
3 2.000 5.000 3.500
4 1.000 1.000 3.500
5 8.000 10.000 5.000
6 11.000 9.000 6.000
7 10.000 8.000 7.000
8 6.000 3.000 8.000
9 7.000 4.000 9.000
10 12.000 12.000 10.500
11 5.000 7.000 10.500
12 9.000 11.000 12.000
Kendall Tau for File: C:\lazarus\Projects\LazStats\LazStatsData\TAUDATA.LAZ
Kendall Tau for variables X and Y

Tau = 0.6667 z = 3.017 probability > |z| = 0.001
Kendall Tau for variables X and Z

Kendall Tau for variables Y and Z

Partial Tau = 0.6136
NOTE: Probabilities are for large N (>10)
The Kaplan-Meier Survival Test
Survival analysis is concerned with studying the occurrence of an event such as death or change in a subject or
object at various times following the beginning of the study. Survival curves show the percentage of subjects
surviving at various times as the study progresses. In many cases, it is desired to compare survival of an
experimental treatment with a control treatment. This method is heavily used in medical research but is not
restricted to that field. For example, one might compare the rate of college failure among students in an
experimental versus a control group.
328
To obtain a survival curve you need only two items of information in your data file for each subject: the survival
time and a code for whether or not an event occurred or the subject has been lost from the study moved, disappeared,
etc. (censored.) If an event such as death occurred, it is coded as a 1. If censored it is coded as a 2.
CASES FOR FILE C:\LazStats\KaplanMeier.LAZ
0 Time Event_Censored
1 1 2
2 3 2
3 5 2
4 6 1
5 6 1
6 6 1
7 6 1
8 6 1
9 6 1
10 8 1
11 8 1
12 9 2
13 10 1
14 10 1
15 10 2
16 12 1
17 12 1
18 12 1
19 12 1
20 12 1
21 12 1
22 12 2
23 12 2
24 13 2
25 15 2
26 15 2
27 16 2
28 16 2
29 18 2
30 18 2
31 20 1
32 20 2
33 22 2
34 24 1
35 24 1
36 24 2
37 27 2
38 28 2
39 28 2
40 28 2
41 30 1
42 30 2
43 32 1
44 33 2
45 34 2
46 36 2
47 36 2
48 42 1
49 44 2
We are really recording data for the "Time" variable that is sequential through the data file. We are concerned with
the percent of survivors at any given time period as we progress through the observation times of the study. We
record the "drop-outs" or censored subjects at each time period also. A unit cannot be censored and be one of the
deaths - these are mutually exclusive.
Next we show a data file that contains both experimental and control subjects:
CASES FOR FILE C:\LazStats\KaplanMeier.LAZ
0 Time Group Event_Censored

1 1 1 2
2 3 2 2
3 5 1 2
329
4 6 1 1
5 6 1 1
6 6 2 1
7 6 2 1
8 6 2 1
9 6 2 1
10 8 2 1
11 8 2 1
12 9 1 2
13 10 1 1
14 10 1 1
15 10 1 2
16 12 1 1
17 12 1 1
18 12 1 1
19 12 1 1
20 12 2 1
21 12 2 1
22 12 1 2
23 12 2 2
24 13 1 2
25 15 1 2
26 15 2 2
27 16 1 2
28 16 2 2
29 18 2 2
30 18 2 2
31 20 2 1
32 20 1 2
33 22 2 2
34 24 1 1
35 24 2 1
36 24 1 2
37 27 1 2
38 28 2 2
39 28 2 2
40 28 2 2
41 30 2 1
42 30 2 2
43 32 1 1
44 33 2 2
45 34 1 2
46 36 1 2
47 36 1 2
48 42 2 1
49 44 1 2
In this data we code the groups as 1 or 2. Censored cases are always coded 2 and Events are coded 1. This data is,
in fact, the same data as shown in the previous data file. Note that in time period 6 there were 6 deaths (cases 4-9.)
Again, notice that the time periods are in ascending order.
Shown below is the specification dialog for this second data file. This is followed by the output obtained when you
click the compute button.
330
Fig. 8.14 The Kaplan-Meier Dialog

Kaplan-Meier Survival Test
Comparison of Two Groups Methd
TIME GROUP CENSORED TOTAL AT EVENTS AT RISK IN EXPECTED NO. AT RISK IN EXPECTED NO.
RISK GROUP 1 EVENTS IN 1 GROUP 2 EVENTS IN 2
0 0 0 49 0 25 0 24 0
1 1 1 49 0 25 0 24 0
3 2 1 48 0 24 0 24 0
5 1 1 47 0 24 0 23 0
6 1 0 46 6 23 3 23 3
6 1 0 40 0 21 0 19 0
6 2 0 40 0 21 0 19 0
6 2 0 40 0 21 0 19 0
6 2 0 40 0 21 0 19 0
6 2 0 40 0 21 0 19 0
8 2 0 40 2 21 2 19 1
8 2 0 38 0 21 0 17 0
9 1 1 38 0 21 0 17 0
10 1 0 37 2 20 2 17 1
10 1 0 35 0 18 0 17 0
10 1 1 35 0 18 0 17 0
12 1 0 34 6 17 3 17 3
12 1 0 28 0 13 0 15 0
12 1 0 28 0 13 0 15 0
12 1 0 28 0 13 0 15 0
12 2 0 28 0 13 0 15 0
12 2 0 28 0 13 0 15 0
12 1 1 28 0 13 0 15 0
12 2 1 27 0 12 0 15 0
13 1 1 26 0 12 0 14 0
15 1 1 25 0 11 0 14 0
15 2 1 24 0 10 0 14 0
16 1 1 23 0 10 0 13 0
16 2 1 22 0 9 0 13 0
18 2 1 21 0 9 0 12 0
18 2 1 20 0 9 0 11 0
20 2 0 19 1 9 1 10 1
20 1 1 18 0 9 0 9 0
22 2 1 17 0 8 0 9 0
24 1 0 16 2 8 1 8 1
24 2 0 14 0 7 0 7 0
24 1 1 14 0 7 0 7 0
27 1 1 13 0 6 0 7 0
28 2 1 12 0 5 0 7 0
28 2 1 11 0 5 0 6 0
28 2 1 10 0 5 0 5 0
30 2 0 9 1 5 1 4 1
30 2 1 8 0 5 0 3 0
32 1 0 7 1 5 1 2 1
331
33 2 1 6 0 4 0 2 0
34 1 1 5 0 4 0 1 0
36 1 1 4 0 3 0 1 0
36 1 1 3 0 2 0 1 0
42 2 0 2 1 1 1 1 1
44 1 1 0 0 1 0 0 0
TIME DEATHS GROUP AT RISK PROPORTION CUMULATIVE

SURVIVING PROP.SURVIVING
1 0 1 25 0.0000 1.0000
3 0 2 24 0.0000 1.0000
5 0 1 24 0.0000 1.0000
6 6 1 23 0.9130 0.9130
6 0 1 21 0.0000 0.9130
6 0 2 19 0.0000 0.8261
6 0 2 19 0.0000 0.8261
6 0 2 19 0.0000 0.8261
6 0 2 19 0.0000 0.8261
8 2 2 19 0.8947 0.7391
8 0 2 17 0.0000 0.7391
9 0 1 21 0.0000 0.9130
10 2 1 20 0.9000 0.8217
10 0 1 18 0.0000 0.8217
10 0 1 18 0.0000 0.8217
12 6 1 17 0.7647 0.6284
12 0 1 13 0.0000 0.6284
12 0 1 13 0.0000 0.6284
12 0 1 13 0.0000 0.6284
12 0 2 15 0.0000 0.6522
12 0 2 15 0.0000 0.6522
12 0 1 13 0.0000 0.6284
12 0 2 15 0.0000 0.6522
13 0 1 12 0.0000 0.6284
15 0 1 11 0.0000 0.6284
15 0 2 14 0.0000 0.6522
16 0 1 10 0.0000 0.6284
16 0 2 13 0.0000 0.6522
18 0 2 12 0.0000 0.6522
18 0 2 11 0.0000 0.6522
20 1 2 10 0.9000 0.5870
20 0 1 9 0.0000 0.6284
22 0 2 9 0.0000 0.5870
24 2 1 8 0.8750 0.5498
24 0 2 7 0.0000 0.5136
24 0 1 7 0.0000 0.5498
27 0 1 6 0.0000 0.5498
28 0 2 7 0.0000 0.5136
28 0 2 6 0.0000 0.5136
28 0 2 5 0.0000 0.5136
30 1 2 4 0.7500 0.3852
30 0 2 3 0.0000 0.3852
32 1 1 5 0.8000 0.4399
33 0 2 2 0.0000 0.3852
34 0 1 4 0.0000 0.4399
36 0 1 3 0.0000 0.4399
36 0 1 2 0.0000 0.4399
42 1 2 1 0.0000 0.0000
44 0 1 1 0.0000 0.4399
Total Expected Events for Experimental Group := 15.000

Observed Events for Experimental Group := 10.000
Total Expected Events for Control Group := 7.000
Observed Events for Control Group := 12.000
Chisquare = 5.238 with probability = 0.978
Risk := 0.389, Log Risk := -0.944, Std.Err. Log Risk := 0.458
95 Percent Confidence interval for Log Risk = (-1.842,-0.047)
95 Percent Confidence interval for Risk := (0.159,0.954)
EXPERIMENTAL GROUP CUMULATIVE PROBABILITY
CASE TIME DEATHS CENSORED CUM.PROB.
1 1 0 1 1.000
3 5 0 1 1.000
4 6 6 0 0.913
5 6 0 0 0.913
332
12 9 0 1 0.913
13 10 2 0 0.822
14 10 0 0 0.822
15 10 0 1 0.822
16 12 6 0 0.628
17 12 0 0 0.628
18 12 0 0 0.628
19 12 0 0 0.628
22 12 0 1 0.628
24 13 0 1 0.628
25 15 0 1 0.628
27 16 0 1 0.628
32 20 0 1 0.628
34 24 2 0 0.550
36 24 0 1 0.550
37 27 0 1 0.550
43 32 1 0 0.440
45 34 0 1 0.440
46 36 0 1 0.440
47 36 0 1 0.440
49 44 0 1 0.440
CONTROL GROUP CUMULATIVE PROBABILITY
CASE TIME DEATHS CENSORED CUM.PROB.
2 3 0 1 1.000
6 6 0 0 0.826
7 6 0 0 0.826
8 6 0 0 0.826
9 6 0 0 0.826
10 8 2 0 0.739
11 8 0 0 0.739
20 12 0 0 0.652
21 12 0 0 0.652
23 12 0 1 0.652
26 15 0 1 0.652
28 16 0 1 0.652
29 18 0 1 0.652
30 18 0 1 0.652
31 20 1 0 0.587
33 22 0 1 0.587
35 24 0 0 0.514
38 28 0 1 0.514
39 28 0 1 0.514
40 28 0 1 0.514
41 30 1 0 0.385
42 30 0 1 0.385
44 33 0 1 0.385
48 42 1 0 0.000
The chi-square coefficient as well as the graph indicates no difference was found between the experimental and
control group beyond what is reasonably expected through random selection from the same population.
333
Fig. 8.15 Kaplan-Meier Survival Plot
Sen’s Slope Estimate (Series Data)
The BoltSize.LAZ file is used to illustrate this procedure. The purpose is to estimate the slope from one
time period to another time period for a series of data over equal intervals of time. The optional plot provides a
graphical representation of the slopes obtained. One can often visually spot non-random patterns in the data and
cyclic trends.
Fig. 8.16 Sen's Slope Estimates for Series Data
334
Fig. 8.17 Plot of Slopes From Sen's Slope Estimates

Sens Detection and Estimation of Trends
Number of data points = 40, Confidence Interval = 0.95
Results for BoltLngth

Median Slope for 780 values = 0.000
Mann-Kendall Variance statistic = 1973.000 (2 ties)
Ranks of the lower and upper confidence = 353.469, 427.531
Corresponding lower and upper slopes = 0.000, 0.000
Kolmogorov-Smirnov Test
One often is interested in comparing a distribution of observed values with a theoretical distribution of
values. Because many statistical tests assume a “normal” distribution, a variety of tests have been developed to
determine whether or not two distributions are different beyond that expected due to random sampling variations.
This test lets you compare your distribution with several theoretical distributions. We have loaded the file labeled
“Cansas.LAZ” as an example. Below is the dialog form used to specify our analysis. We will compare the
distribution of the waist variable to a normal distribution.
Fig. 8.18 Kolmogorov-Smirnov Test of Similar Distributions

The results for our sample are shown below:
Normal Normal Normal

335

31.000 1 1.000 -3.000 0 0.000
32.000 1 2.000 -2.625 0 0.000
33.000 4 6.000 -2.250 0 0.000
34.000 3 9.000 -1.875 1 1.000
35.000 2 11.000 -1.500 1 2.000
36.000 3 14.000 -1.125 2 4.000
37.000 3 17.000 -0.750 3 7.000
38.000 2 19.000 -0.375 3 10.000
39.000 0 19.000 0.000 3 13.000
40.000 0 19.000 0.375 3 16.000
41.000 0 19.000 0.750 2 18.000
42.000 0 19.000 1.125 1 19.000
43.000 0 19.000 1.500 1 20.000
44.000 0 19.000 1.875 0 20.000
45.000 0 19.000 2.250 0 20.000
46.000 1 20.000 2.625 0 20.000
Fig. 8.19 Plot of Distributions in the Kolmogorov-Smirnov Test
Kappa and Weighted Kappa
Unweigthed and weighted Kappa Coefficents: This procedure provides both the unweighted and
weighted Kappa coefficients for assessing the consistency of judgements of two raters. It also provides
other measures of independence of the ratings. If nominal categories are used in the ratings, the
unweighted statistic is appropriate. If the categories repesent ordinal data, the weighted Kappa statistic
may be appropriate. The file labeled KappaTest4.LAZ has been used to illustrate this procedure. Shown below is
the dialog form and the analysis of the data:
Fig. 8.20 Kappa Coefficient of Rater Agreement Form

336
Chi-square Analysis Results for RaterA and RaterB

No. of Cases = 100
Frequencies
Variables
COL. 1 COL. 2 COL. 3 Total
Row 1 44 5 1 50
Row 2 7 20 3 30
Row 3 9 5 6 20
Total 60 30 10 100
Variables
COL. 1 COL. 2 COL. 3
Row 1 30.000 15.000 5.000
Row 2 18.000 9.000 3.000
Row 3 12.000 6.000 2.000
Variables
Row 1 0.880 0.100 0.020 1.000
Row 2 0.233 0.667 0.100 1.000
Row 3 0.450 0.250 0.300 1.000
Total 0.600 0.300 0.100 1.000
Variables
Row 1 0.733 0.167 0.100 0.500
Row 2 0.117 0.667 0.300 0.300
Row 3 0.150 0.167 0.600 0.200
Total 1.000 1.000 1.000 1.000
Variables
Row 1 0.440 0.050 0.010 0.500
Row 2 0.070 0.200 0.030 0.300
Row 3 0.090 0.050 0.060 0.200
Total 0.600 0.300 0.100 1.000
Variables
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Row 1 6.533 6.667 3.200

Row 2 6.722 13.444 0.000
Row 3 0.750 0.167 8.000
Pearson Correlation r = 0.4772
Cramers V = 0.477
Unweighted Kappa = 0.4915
Observed Linear Weights with 9 cases.
Variables
Row 1 1.000 0.500 0.000
Row 2 0.500 1.000 0.500
Row 3 0.000 0.500 1.000
Observed Quadratic Weights with 9 cases.
Variables
Row 1 1.000 0.750 0.000
Row 2 0.750 1.000 0.750
Row 3 0.000 0.750 1.000
Linear Weighted Kappa = 0.4737

Quadratic Weighted Kappa = 0.4545
Generalized Kappa
Generalized Kappa: This procedure calculates the Kappa Coefficient for objects or subjects classified into two or
more categories by a group of judges or procedures. Each object is coded with a sequential integer ranging from 1
to the number of objects. Each judge is coded with an integer from 1 to the number of judges.
The categories into which the judges place the objects are coded with an integer from 1 to the number of
categories. The codes for the objects, judges and category placements are column variables. The file labeled
KappaTest3.LAZ has been used to demonstrate this analysis:
338
Fig. 8.21 Generalized Kappa Form

Generalized Kappa Coefficient Procedure
adapted from the program written by Giovanni Flammia
copywritten 1995, M.I.T. Lab. for Computer Science
2 Raters using 3 Categories to rate 1 Objects
Frequency[1][1] = 5.000000
Frequency[1][2] = 3.000000
Frequency[1][3] = 2.000000
Frequency[2][1] = 6.000000
Frequency[2][2] = 3.000000
Frequency[2][3] = 1.000000
Average_Frequency[1] = 5.500000
PChance = 0.215789
PObs = 0.384211
Kappa = 0.214765
z for Kappa = 0.216 with probability > 0.415
RIDIT Analysis
Ridit analysis was proposed by Bross4 for both the description of differences between groups on an ordered
categorical scale, and the testing of the significance of those differences. The term ridit is derived from the initials of
"relative to an identified distribution." The analysis begins with the identification of a population to serve as a
standard or reference group. For the reference group, we estimate that the proportion of all cases with a value on the
underlying continuum is falling at or below the midpoint of each interval, that is, each interval's ridit. The final
values are the ridits associated with the various categories. The ridit for a category, then, is nothing but the
proportion of all subjects from the reference group falling in the lower ranking categories, plus half the proportion
falling in the given category.
Given the distribution of any other group over the same categories, the mean ridit for that group may be calculated.
The resulting mean value is interpretable as a probability. The mean ridit for a group is the probability that a
randomly-selected case from it will get better score than a randomly-selected case from the standard group.
Mathematically, the mean ridit for the reference group must always be .5. This is consistent with the fact that, if two
cases are randomly selected from the same population, the first case will be at least as high half the time, and will be
at least as low also half the time.
Pairwise comparisons. -In most clinical studies the most sensible comparisons are those pairwise contrasts
comparing one treatment group with another. There are, in general, K = k(k+l)/2 possible pairwise comparisons
among the k+l groups. Critical ratio tests are presented for comparing each group with the standard and each group
with the others. As a control for the increased likelihood of falsely finding significance merely because several tests
were performed, we recommend the Bonferroni criterion. If the desired overall significance level is , each
comparison should be tested at the significance level /K. Thus, if  = 0.05 and the number of groups is K = 6, /K
= 0.0083 and the corresponding critical normal curve value is 2.64. This is the criterion used for adjudging the
significance of each individual pairwise comparison.
Confidence intervals. - The standard errors defined explicitly or implicitly may be used to set confidence limits
about the probability that a typical case in one group obtains a higher score than a typical case in another. In order to
339
assure that the overall confidence in the entire set of intervals is at least 100(1 - % ) (usually 95%), the Bonferroni
constant, say B, should be the factor multiplying the standard error, and not the usual 1.96.
An Example. A file labeled “TEETH.LAZ” contains results from a dental study of pain suffered by patients using
four different pain relief treatments. The subjects indicated degree of pain felt after a given period of time following
the dental work.
The dialog form used in the analysis of this data is shown below:
Fig. 8.22 RIDIT Analysis Dialogue Form
When the Compute button was clicked, the following results were obtained:

No. of Cases = 365
Frequencies
Variables
Ibuprofen_low Ibuprofen_Hi Placebo Aspirin Total
None 0 1 0 1 2
Poor 6 3 18 4 31
Fair 10 5 10 11 36
Good 17 25 37 25 104
Excellent 61 52 32 47 192
Total 94 86 97 88 365
Variables
Ibuprofen_low Ibuprofen_Hi Placebo Aspirin
None 0.515 0.471 0.532 0.482
Poor 7.984 7.304 8.238 7.474
Fair 9.271 8.482 9.567 8.679
Good 26.784 24.504 27.638 25.074
Excellent 49.447 45.238 51.025 46.290
340
Variables
None 0.000 0.500 0.000 0.500 1.000
Poor 0.194 0.097 0.581 0.129 1.000
Fair 0.278 0.139 0.278 0.306 1.000
Good 0.163 0.240 0.356 0.240 1.000
Excellent 0.318 0.271 0.167 0.245 1.000
Total 0.258 0.236 0.266 0.241 1.000
Variables
None 0.000 0.012 0.000 0.011 0.005
Poor 0.064 0.035 0.186 0.045 0.085
Fair 0.106 0.058 0.103 0.125 0.099
Good 0.181 0.291 0.381 0.284 0.285
Excellent 0.649 0.605 0.330 0.534 0.526
Total 1.000 1.000 1.000 1.000 1.000
Variables
None 0.515 0.593 0.532 0.556
Poor 0.493 2.536 11.567 1.615
Fair 0.057 1.430 0.020 0.620
Good 3.574 0.010 3.171 0.000
Excellent 2.700 1.011 7.093 0.011
Pearson Correlation r = -0.1158
Cramers V = 0.187
ANALYSIS FOR STANDARD Ibuprofen_low
Frequencies Observed
Frequencies
Variables
None 0 1 0 1
Poor 6 3 18 4
Fair 10 5 10 11
Good 17 25 37 25
Excellent 61 52 32 47
Column Proportions Observed with 5 cases.

341
Variables
None 0.000 0.012 0.000 0.011
Poor 0.064 0.035 0.186 0.045
Fair 0.106 0.058 0.103 0.125
Good 0.181 0.291 0.381 0.284
Excellent 0.649 0.605 0.330 0.534
Ridit calculations for Ibuprofen_low with 5 cases.
Variables
None 0.000 0.000 0.000 0.000
Poor 0.064 0.032 0.000 0.032
Fair 0.106 0.053 0.064 0.117
Good 0.181 0.090 0.170 0.261
Excellent 0.649 0.324 0.351 0.676
Ridit calculations for Ibuprofen_Hi with 5 cases.
Variables
None 0.012 0.006 0.000 0.006
Poor 0.035 0.017 0.012 0.029
Fair 0.058 0.029 0.047 0.076
Good 0.291 0.145 0.105 0.250
Excellent 0.605 0.302 0.395 0.698
Ridit calculations for Placebo with 5 cases.
Variables
None 0.000 0.000 0.000 0.000
Poor 0.186 0.093 0.000 0.093
Fair 0.103 0.052 0.186 0.237
Good 0.381 0.191 0.289 0.479
Excellent 0.330 0.165 0.670 0.835
Ridit calculations for Aspirin with 5 cases.
Variables
None 0.011 0.006 0.000 0.006
Poor 0.045 0.023 0.011 0.034
Fair 0.125 0.063 0.057 0.119
Good 0.284 0.142 0.182 0.324
Excellent 0.534 0.267 0.466 0.733
Ridits for all variables with 5 cases.
Variables
342
None 0.000 0.006 0.000 0.006

Poor 0.032 0.029 0.093 0.034
Fair 0.117 0.076 0.237 0.119
Good 0.261 0.250 0.479 0.324
Excellent 0.676 0.698 0.835 0.733
Mean RIDITS Using the Reference Values with 5 valid cases.
VariablesIbuprofen_low Ibuprofen_Hi Placebo Aspirin

0.500 0.492 0.340 0.451
Overall mean for RIDITS in non-reference groups := 0.4244

Chisquared := 27.695 with probability < 0.0000
z critical ratios with 5 valid cases.

0.000 -0.182 -3.823 -1.146
significance level used for comparisons := 2.394

Ibuprofen_Hi vs Ibuprofen_low not significant
Placebo vs Ibuprofen_low significant
Aspirin vs Ibuprofen_low not significant
ANALYSIS FOR STANDARD Ibuprofen_Hi
Frequencies
Variables
None 0 1 0 1
Poor 6 3 18 4
Fair 10 5 10 11
Good 17 25 37 25
Variables
None 0.000 0.012 0.000 0.011
Poor 0.064 0.035 0.186 0.045
Fair 0.106 0.058 0.103 0.125
Good 0.181 0.291 0.381 0.284
Excellent 0.649 0.605 0.330 0.534
Variables
None 0.000 0.000 0.000 0.000
Poor 0.064 0.032 0.000 0.032
Fair 0.106 0.053 0.064 0.117
Good 0.181 0.090 0.170 0.261
Excellent 0.649 0.324 0.351 0.676
343
Variables
None 0.012 0.006 0.000 0.006
Poor 0.035 0.017 0.012 0.029
Fair 0.058 0.029 0.047 0.076
Good 0.291 0.145 0.105 0.250
Excellent 0.605 0.302 0.395 0.698
Variables
None 0.000 0.000 0.000 0.000
Poor 0.186 0.093 0.000 0.093
Fair 0.103 0.052 0.186 0.237
Good 0.381 0.191 0.289 0.479
Excellent 0.330 0.165 0.670 0.835
Variables
None 0.011 0.006 0.000 0.006
Poor 0.045 0.023 0.011 0.034
Fair 0.125 0.063 0.057 0.119
Good 0.284 0.142 0.182 0.324
Excellent 0.534 0.267 0.466 0.733
Variables
None 0.000 0.006 0.000 0.006
Poor 0.032 0.029 0.093 0.034
Fair 0.117 0.076 0.237 0.119
Good 0.261 0.250 0.479 0.324
Excellent 0.676 0.698 0.835 0.733

0.508 0.500 0.339 0.454


0.182 0.000 -3.772 -1.040

Ibuprofen_low vs Ibuprofen_Hi not significant
Placebo vs Ibuprofen_Hi significant
Aspirin vs Ibuprofen_Hi not significant
ANALYSIS FOR STANDARD Placebo
344
Frequencies
Variables
None 0 1 0 1
Poor 6 3 18 4
Fair 10 5 10 11
Good 17 25 37 25
Variables
None 0.000 0.012 0.000 0.011
Poor 0.064 0.035 0.186 0.045
Fair 0.106 0.058 0.103 0.125
Good 0.181 0.291 0.381 0.284
Excellent 0.649 0.605 0.330 0.534
Variables
None 0.000 0.000 0.000 0.000
Poor 0.064 0.032 0.000 0.032
Fair 0.106 0.053 0.064 0.117
Good 0.181 0.090 0.170 0.261
Excellent 0.649 0.324 0.351 0.676
Variables
None 0.012 0.006 0.000 0.006
Poor 0.035 0.017 0.012 0.029
Fair 0.058 0.029 0.047 0.076
Good 0.291 0.145 0.105 0.250
Excellent 0.605 0.302 0.395 0.698
Variables
None 0.000 0.000 0.000 0.000
Poor 0.186 0.093 0.000 0.093
Fair 0.103 0.052 0.186 0.237
Good 0.381 0.191 0.289 0.479
Excellent 0.330 0.165 0.670 0.835
345
Variables
None 0.011 0.006 0.000 0.006
Poor 0.045 0.023 0.011 0.034
Fair 0.125 0.063 0.057 0.119
Good 0.284 0.142 0.182 0.324
Excellent 0.534 0.267 0.466 0.733
Variables
None 0.000 0.006 0.000 0.006
Poor 0.032 0.029 0.093 0.034
Fair 0.117 0.076 0.237 0.119
Good 0.261 0.250 0.479 0.324
Excellent 0.676 0.698 0.835 0.733

0.660 0.661 0.500 0.616


3.823 3.772 0.000 2.730

Ibuprofen_low vs Placebo significant
Ibuprofen_Hi vs Placebo significant
Aspirin vs Placebo significant
ANALYSIS FOR STANDARD Aspirin
Frequencies
Variables
None 0 1 0 1
Poor 6 3 18 4
Fair 10 5 10 11
Good 17 25 37 25
Variables
None 0.000 0.012 0.000 0.011
Poor 0.064 0.035 0.186 0.045
Fair 0.106 0.058 0.103 0.125
Good 0.181 0.291 0.381 0.284
Excellent 0.649 0.605 0.330 0.534
346
Variables
None 0.000 0.000 0.000 0.000
Poor 0.064 0.032 0.000 0.032
Fair 0.106 0.053 0.064 0.117
Good 0.181 0.090 0.170 0.261
Excellent 0.649 0.324 0.351 0.676
Variables
None 0.012 0.006 0.000 0.006
Poor 0.035 0.017 0.012 0.029
Fair 0.058 0.029 0.047 0.076
Good 0.291 0.145 0.105 0.250
Excellent 0.605 0.302 0.395 0.698
Variables
None 0.000 0.000 0.000 0.000
Poor 0.186 0.093 0.000 0.093
Fair 0.103 0.052 0.186 0.237
Good 0.381 0.191 0.289 0.479
Excellent 0.330 0.165 0.670 0.835
Variables
None 0.011 0.006 0.000 0.006
Poor 0.045 0.023 0.011 0.034
Fair 0.125 0.063 0.057 0.119
Good 0.284 0.142 0.182 0.324
Excellent 0.534 0.267 0.466 0.733
Variables
None 0.000 0.006 0.000 0.006
Poor 0.032 0.029 0.093 0.034
Fair 0.117 0.076 0.237 0.119
Good 0.261 0.250 0.479 0.324
Excellent 0.676 0.698 0.835 0.733

0.549 0.546 0.384 0.500
347


1.146 1.040 -2.730 0.000

Ibuprofen_low vs Aspirin not significant
Ibuprofen_Hi vs Aspirin not significant
Placebo vs Aspirin significant
Notice that we chose to let each group be the comparison standard. This permitted comparisons among
each of the groups. Typically however one would select only one group as a standard with which to compare to the
other groups. If “aspirin” was the standard comparison group, only the “placebo” treatment group was significantly
different.
Scheirer-Ray-Hare Test
The SRH-Test is similar to a two-way analysis of variance but may be utilized when the dependent variable
is ordinal, for example, ranks rather than in interval or ratio measurement. The sums of squared deviations are
computed in the same manner as the regular anova but the tests are NOT based on the ratio with the error term. The
sums of squares for the two factors and their interaction term are divided by the mean square for the total. The
resulting statistic is labeled “H” and the probability is obtained using the chi-squared test with the degrees of
freedom corresponding to the factor or interaction terms. As is often the case with non-parametric tests, the power
to detect the alternate hypotheses is lower than for equivalent parametric tests.
The output obtained is that of the traditional parametric two-way anova but with the addition of the H and
probability of a greater H. By this means you can see that the power is less than the traditional anova. As an
interesting experiment, take a set of data for the traditional two-way anova, transform the dependent variable using
the “transform” option under the Variables menu, and compare the analysis of the original data with the Block
ANOVA procedure and the ranked data with the SRH-Test.
Median Polishing
Median polish is a technique invented by J. W. Tukey (see Tukey [1, p. 366]) for extracting row and column effects in a two-way
data layout using medians rather than arithmetic means, and therefore possessing the good robustness properties held by other
medianlike procedures. For a good explanation and examples, see Velleman and Hoaglin [2, Chap. 8].
METHOD Add to the two-way layout a column of row effects and a row of column effects, both initially all zeros, and a single
overall effect term. In every row (including the row of column effects), subtract the row median from all entries and add the row
median to the row effect. Operate similarly on columns instead of rows, then return to operate on rows, then columns, . . ., etc.
The procedure terminates when the twoway layout of residuals has zero median in every row and column, and where the row and
column effects each have median zero. Thus, if xij is the entry in row i, column j, if rij is the corresponding residual, μ the overall
effect, αi the ith row effect, and βj the jth column effect, then xij = μ + αi + βj + rij, with mediani(αi) = 0 = medianj(βj), and
mediani(rij) = 0 = medianj(rij), all i, j. This decomposition is completely analogous to that in two-way analysis of variance∗
(ANOVA), using medians instead of means. Note that: (i) The method is nonunique. Starting by operating on columns rather
than rows may lead to a different (but qualitatively similar) answer. (ii) Instead of terminating in a finite number of steps, the
iterations might converge geometrically to the solution.
348
Chapter 9. Statistical Process Control
Introduction
Statistical Process Control (SPC) has become a major factor in the reduction of manufacturing process
errors over the past years. Sometimes known as the Demming methods for the person that introduced them to Japan
and then the United States, they have become necessary tools in quality control processes. Since many of the
employees in the manufacturing area have limited background in statistics, a large dependency has been built on the
creation of charts and their interpretation. The statistics which underlay these charts are often those we have
introduced in previous sections. The unique aspect of SPC is in the presentation of data in the charts themselves.
XBAR Chart
In quality control, observations are typically made in “lots”, that is, a number of observations are made on
some product’s manufacturing process or the product itself at periodic intervals. For example, in the manufacture of
metal bolts, the length of bolts being turned out may be sampled each hour of the day. The means and standard
deviation of these sample lots may then be calculated and plotted with lines drawn to show the overall mean and
upper and lower “control limits” indicating whether or not a process may be “out of control”. One area of confusion
which exists is the language used by industrial people in indicating their level of process control. You may hear the
expression that “we employ control to 6 sigmas.” They do not mean they use 6 standard deviations as their upper
and lower control limits but rather that the probability of being out of control is that associated with the normal
curve probability of a value being 6 standard deviations or greater (a very small value.) This confusion of standard
deviations (sigmas) and the probability associated with departures from the mean under the normal distribution
assumption is unfortunate. When you select the sigma values for control limits, the limits for 1 sigma are much
closer to the mean that for 3 sigma. You may, of course, select your own limits that you feel are practical for your
process control. Since variation in raw materials, tool wear, shut-down costs for replacement of worn tool parts, etc.
may be beyond your control, limits must be set that maximize quality and minimize costs.
Range Chart
As tools wear the products produced may begin to vary more and more widely around the values specified for them.
The mean of a sample may still be close to the specified value but the range of values observed may increase. The
result is that more and more parts produced may be under or over the specified value. Therefore quality assurance
personnel examine not only the mean (XBAR chart) but also the range of values in their sample lots.
S Control Chart
The sample standard deviation, like the range, is also an indicator of how much values vary in a sample.
While the range reflects the difference between largest and smallest values in a sample, the standard deviation
reflects the square root of the average squared distance around the mean of the values. We desire to reduce this
variability in our processes so as to produce products as similar to one another as is possible. The S control chart
plot the standard deviations of our sample lots and allows us to see the impact of adjustments and improvements in
our manufacturing processes.
CUSUM Chart
The cumulative sum chart, unlike the previously discussed SPC charts (Shewart charts) reflects the results
of all of the samples rather than single sample values. It plots the cumulative sum of deviations from the mean or
nominal specified value. If a process is going out of control, the sum will progressively go more positive or
negative across the samples. If there are M samples, the cumulative sum S is given as
349
M _ _
S = Σ ( Xi - μo) Where Xi is the observed sample mean and μo is the nominal value or (overall mean.)
i=1
It is often desirable to draw some boundaries to indicate when a process is out of control. By convention we use a
standardized difference to specify this value. For example with the boltsize.txt data, we might specify that we wish
to be sensitive to a difference of 0.02 from the mean. To standardize this value we obtain
0.02
δ = -----------
σx
or using our sample values as estimates obtain

0.02 0.02
δ = ------ = ------- = 0.0557
Sx 0.359
A “V Mask” is then drawn starting at a distance “d” from the last cumulative sum value with an angle θ back toward
the first sample deviation. In order to calculate the distance d we need to know the probabilities of a Type I and
-of-control has taken place and the
ct an out-of-control condition. If these values are specified then we can obtain the
distance d as
2 1-β
d = (----) ln (---------)
δ2 α
When you run the CUSUM procedure you will note that the alpha and beta error rates have been set to default
values of 0.05 and 0.20. This would imply that an error of the first type (concluding out-of-control when in fact it is
not) is a more “expense” error than concluding that the process is in control when in fact it is not. Depending on the
cost of shut-down and correction of the process versus scraping of parts out of tolerance, you may wish to adjust
these default values.
The angle of the V mask is obtained by
α
θ = tan-1(----)
2k
where k is a scaling factor typically obtained as k = 2 σ x
The specification form for the CUSUM chart is shown below for the data file labeled boltsize.txt. We have
specified our desire to detect shifts of 0.02 in the process and are using the 0.05 and 0.20 probabilities for the two
types of errors.
p Chart
In some quality control processes the measure is a binomial variable indicating the presence or absence of a
defect in the product. In an automated production environment, there may be continuous measurement of the
product and a “tagging” of the product which is non-conforming to specifications. Due to variation in materials,
tool wear, personnel operations, etc. one may expect that a certain proportion of the products will have defects. The
p Chart plots the proportion of defects in samples of the same size and indicates by means of upper and lower
control limits, those samples which may indicate a problem in the process.
350
Defect (Non-conformity) c Chart
The previous section discusses the proportion of defects in samples (p Chart.) This section examines
another defect process in which there is a count of defects in a sample lot. In this chart it is assumed that the
occurrence of defects are independent, that is, the occurrence of a defect in one lot is unrelated to the occurrence in
another lot. It is expected that the count of defects is quite small compared to the total number of parts potentially
defective. For example, in the production of light bulbs, it is expected that in a sample of 1000 bulbs, only a few
would be defective. The underlying assumed distribution model for the count chart is the Poisson distribution where
the mean and variance of the counts are equal.
Defects Per Unit u Chart
Like the count of defects c Chart described in the previous section, the u Chart describes the number of
defects per unit. It is assumed that the number of units observed is the same for all samples. We will use the file
labeled uChart.txt as our example. In this set of data, 25 observations of defects for 45 units each are recorded. The
assumption is that defects are distributed as a Poisson distribution with the mean given as
_ Σc
u = --------- where c is the count of defects and n is the number of units observed.
Σn
and ____ ___

/_ /_
_ / u _ / u
UCL = u + sigma / ------ and LCL = u - sigma / --------
√ n √ n
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Chapter 10. Linear Programming
Introduction
Linear programming is a subset of a larger area of application called mathematical programming. The
purpose of this area is to provide a means by which a person may find an optimal solution for a problem involving
objects or processes with fixed 'costs' (e.g. money, time, resources) and one or more 'constraints' imposed on the
objects. As an example, consider the situation where a manufacturer wishes to produce 100 pounds of an alloy
which is 83% lead, 14% iron and 3% antimony. Assume he has at his disposal, five existing alloys with the
following characteristics:
Alloy1 Alloy2 Alloy3 Alloy4 Alloy5 Characteristic

90 80 95 70 30 Lead
5 5 2 30 70 Iron
5 15 3 0 0 Antimony
$6.13 $7.12 $5.85 $4.57 $3.96 Cost
This problem results in the following system of equations:
X1 + X2 + X3 + X4 + X5 = 100
0.90X1 + 0.80X2 + 0.95X3 + 0.70X4 + 0.30X5 = 83
0.05X1 + 0.05X2 + 0.02X3 + 0.30X4 + 0.70X5 = 14
0.05X1 + 0.15X2 + 0.03X3 = 3
6.13X1 + 7.12X2 + 5.85X3 + 4.57X4 + 3.96X5 = Z(min)
The last equation is known as the 'objective' equation. The first four are constraints. We wish to obtain the
coefficients of the X objects that will provide the minimal costs and result in the desired composition of metals. We
could try various combinations of the alloys to obtain the desired mixture and then calculate the price of the
resulting alloy but this could take a very long time!
As another example: a dietitian is preparing a mixed diet consisting of three ingredients, food A, B and C.
Food A contains 81.85 grams of protein and 13.61 grams of fat and costs 30 cents per unit. Each unit of food B
contains 58.97 grams of protein and 13.61 grams of fat and costs 40 cents per unit. Food C contains 68.04 grams of
protein and 4.54 grams of fat and costs 50 cents per unit. The diet being prepared must contain the at least 100
grams of protein and at the most 20 grams of fat. Also, because food C contains a compound that is important for the
taste of the diet, there must be exactly 0.5 units of food C in the mix. Because food A contains a vitamin that needs
to be included, there should also be a minimum of 0.1 units of food A in the diet. Food B contains a compound that
may be poisonous when taken in large quantities, and the diet may contain a maximum of 0.7 units of food B. How
many units of each food should be used in the diet so that all of the minimal requirements are satisfied, the
maximum allowances are not violated, and we have a diet which cost is minimal? To make the problem a little bit
easier, we put all the information of the problem in a tableau, which makes the formulation easier.
Protein Fat Cost Minimum Maximum Equal

Food A 81.65 13.60 $0.30 0.10
Food B 58.97 13.60 $0.40 0.70
Food C 68.04 4.54 $0.50 0.50
Min. 100
Max. 20
The numbers in the tableau represent the number of grams of either protein and fat contained in each unit of food.
For example, the 13.61 at the intersection of the row labelled "Food A" and the column labelled "Fat" means that
each unit of food A contains 13.61 grams of fat.
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Calculation
We must include 0.5 units of food C, which means that we include 0.5 * 4.54 = 2.27 grams of fat and 0.5 * 68.04 =
34.02 grams of protein in the diet, coming from food C. This means, that we have to get 100 - 34.02 = 65.98 grams
of protein or more from Food A and B, and that we may include a maximum of 20 - 2.27 = 17.73 grams of fat from
food A and B. We have to include a minimum of 0.1 units of food A in the diet, accounting for 8.17 grams of
protein and 0.45 grams of fat. This means that we still have to include 65.98 - 8.17 = 57.81 grams of protein from
food A and/or B, and that the maximum allowance for fat from A and/or B is now 17.73 - 0.45 = 17.28 grams. We
should first look at the cheapest possibility, eg inclusion of food A for the extra required 57.81 grams of protein. If
we include 57.81/81.65 = 0.708 units of food A, we have met the requirement for protein, and we have added 0.708
* 13.61 = 9.64 grams of fat, which is below the allowance of 17.28 grams which had remained. So we don't need
any of the food B, which is more expensive, and which is contains less protein. The price of the diet is now $0.48.
But what would we do, if food B was available at a lower price? We may or may not want to use B as an ingredient.
The more interesting question is, at what price would it be interesting to use B as an ingredient insteaed of A? This
could be approached by an iterative procedure, by choosing a low price for B, and see if the price for the diet would
become less than the calculated price of $0.48.
Implementation in Simplex
A more sophisticated approach to these problems would be to use the Simplex method to solve the linear program.
The sub-program 'Linear Programming', provided with LazStats can be used to enter the parameters for these
problems in order to solve them.
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Chapter11. MEASUREMENT
Evaluators base their evaluations on information. This information comes from a number of sources such
as financial records, production cost estimates, sales records, state legal code books, etc. Frequently the evaluator
must collect additional data using instruments that he or she alone has developed or acquired from external sources.
This is often the case for the evaluation of training and educational programs, evaluation of personnel policies and
their impacts, evaluation of social and psychological environments of the workplace, and the evaluation of proposed
changes in the way people do business or work.
This chapter will give guidance in the development of instruments for making observations in the cognitive
and affective domains of human behavior.
Test Theory
The sections presented below provide a detailed discussion of testing theory. You do not need to
understand all of this theory to make appropriate use of tests in your evaluations, although it may help in avoiding
some errors in decisions or selecting appropriate analytic tools. It is included for the “advanced” student of
evaluation who is responsible as an “expert” in assisting other evaluators in correctly using and analyzing tests. If
you are “afraid” of statistics, you may skip the formal “proofs” of the equations and focus primarily on the resulting
equations.
Scales of Measurement
Measurement is the assignment of a label or number to an object or person to characterize that individual
on the basis of an observed attribute. The manner in which we make our observations will determine our "scale of
measurement".
Nominal Scales
Sometimes we observe an attribute in such a way that we can only classify an individual or object as
possessing or not possessing the attribute. For example, the variable "gender" may be observed in such a way as to
permit only labeling an individual as "male" or not male (female). The attribute of "country of origin" may lead us
to classify individuals by their place of birth such as "USA", "Canada", "European", etc. The assignment of labels
or names to objects based on a specific attribute is called a NOMINAL scale of measurement. We can, of course,
arbitrarily select the labels to assign the observed individuals. Letters such as "A", "B", "C", etc. might be used or
even numbers such as "1", "2", "3", etc. Notice, however that the use of numbers as labels may cause some
confusion with the use of numbers to indicate a quantity of some attribute. When using a nominal scale of
measurement, there is no attempt to indicate quantity. Coding males as 1 and females as 0, for example, would not
indicate males are "greater" on some quantitative variable - we might just as well have assigned 1 to females and 0
to males!
Ordinal Scales of Measurement
Some attributes of individuals or objects may be observed in such a way that the individuals may be
ordered, that is, arranged in a manner that indicates person "B" possesses more of the attribute than person "A", but
less than person "C". For example, the number of correctly answered items on a test may permit us to say that John
has a higher score than Mary but a lower score than Jim. (NOTE! We carefully avoided saying that John knows
more than Mary but knows less than Jim. Such statements imply a direct relationship between the amount of
knowledge of a subject and the number of items passed. This is virtually never the case!) When we assign numbers
that only indicate the ordering of individuals on some attribute, our scale of measurement is called an ordinal scale.
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We will add that comparing the means of groups measured with an ordinal scale leads to serious problems of
interpretation. The median, on the other hand, is more interpretable.
Interval Scales of Measurement
There is a class of measurements known as interval scales of measurement. These refer to observing an
attribute of individuals in such a way that the numbers assigned to individuals denote the relative amount of the
attribute possessed by that individual in comparison to some "standard" or referent. The assignment of numbers in
this way would permit a transformation (such as multiplying all numbers by a constant) that would preserve the
proportional distance among the individuals. The numbers assigned do not indicate the absolute amount of the
attribute - only the amount relative to the standard. For example, we might say that the average number of questions
answered correctly on a test of 100 items measuring recall of nonsense words by a very large population of 18 year
old males constitutes our "standard". IF all items are equally difficult to recall, we might use the proportion of the
standard number of items recalled as an interval measure of recall ability. That is, the difference between Mary who
obtains a score of 20 and John who receives a score of 40 is proportional to the difference between John and Jim
who receives a score of 60. Even if we multiply their scores by 100, the distance between Mary, John and Jim is
proportionally the same! Again note that the proportion of the standard number of items correctly recalled is NOT a
measure of individual's ability to recall items in general. It is only their ability to recall the carefully selected items
of this test in comparison to the standard that is measured. A different set of items could lead to assignment of a
completely different set of numbers to each individual with different relative distances among the individuals. As
another example, consider a measure of individual "wealth". Assume wealth is defined as the total of a persons
debts and credits using the standard "dollar". We may clearly have individuals with negative "wealth" (debts exceed
credits) and individuals with "positive" wealth (credits exceed debts). Our wealth scale has equal intervals (dollars).
We can make statements such as John has 20 dollars more wealth than Mary but five dollars less wealth than Jim.
In other words, we can represent the distance among our individuals as well as their order. Note, however, that an
individual with a wealth score of zero (debts = assets) is NOT broke, that is, have an absence of wealth. With an
interval scale of measurement 0.0 does NOT mean an absence of the attribute - only a relative amount compared to
the "standard". Zero is an arbitrary point on our scale of measurement:
Personal Wealth
"Mary" "John" "JIM"

__________________________________
-10 0 +10 +15
dollars
If a test of, say, 20 history items consists of items that are equally increasing in difficulty, we may use such
a test to indicate the distance among subjects administered the test. We do, however, require that if an individual
misses an item with known difficulty dj, that the same individual will miss all items of greater difficulty! Please note
that missing all items does not mean an absence of knowledge! (We might have included easier items.) We may
also have assigned "scores" to our subjects as X = the number of items "passed" - the number of items "missed".
Again, the zero point on our scale is arbitrary and does not reflect an actual amount of knowledge or absence of
knowledge! Tests of intelligence, achievement or aptitude may be constructed that utilize an interval scale of
measurement. Like the value of a "dollar", the "difficulty" of each item must be clearly defined. We can say, for
example, that $100.00 buys an ounce of silver. We might similarly define an item of difficulty 1.0 as that item
which is correctly answered by 50% of 18 year old male freshmen college students residing in the USA in 1988.
Ratio Scales of Measurement
We may sometimes observe an attribute of an individual or object in such a way that the numeric values
assigned the individuals indicate the actual amount of the attribute.
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For example, we might measure the time delay between the occurrence of a stimulus (e.g. the flash of a
strobe light) and the observation on the surface of the brain of a change in electrical potential representing response
to the stimulus. Such an observed latency may theoretically vary from 0 to infinity in whatever units of time (e.g.
microseconds) that we wish to utilize. We could then make statements such as John's latency is twice as long as
Mary's latency but half as long as Jim's latency. Note that a zero latency is meaningful and not an arbitrary point on
the scale! Another example of a ratio scale of measurement is the distance, perhaps in inches, that a person can
jump. In each case, the ratio scale of measurement has a "true" zero point on the scale which can be interpreted as
an absence of the attribute. In addition, the ratio scale permits forming meaningful ratios of subject's scores. For
example we might say that John can jump twice as far as Mary but Jim (who is in a wheelchair) can not jump at all!
Could we ever construct a test of intelligence that yielded ratio scale numbers? What would a statement that Mary is
twice as intelligent as John but half as intelligent as Jim mean? What would a score of zero intelligence mean?
What would a score of 1.0 mean? Clearly, it is difficult, if not nearly impossible to construct ratio scale measures
for attributes that we cannot directly observe and for which we have no meaningful "standard" with which to relate.
We may, in fact, be hard-pressed to provide evidence that our psychological and educational measurement scales are
even interval scales. Many are clearly only ordinal measures at best.
Reliability, Validity and Precision of Measurement
Reliability
If we stepped on and off our weight scale and each time received a different reading for our weight, we
would probably go out and buy a new scale! We would say we want a reliable scale - one that consistently yields
the same weight for the same object measured. When we refer to tests, the ability of a test to produce the same
values when used to measure the same subjects is also called the reliability of the test. If we carefully examine the
"markings" on our weight scale however, we might be surprised that there are, in fact, some variations in the values
we could record. Sometimes I might weight 150.3 and the next time I get on the scale I observe 150.2. Did the
scale actually give different values or was I only able to interpret the distance between the marks for 150 and 151
approximately and therefore introduce some "error" or variation in the values recorded? This lack of sufficient "in-
between" markings on our scale is referred to as the precision of our measurement. If the scale is only marked in
whole pounds, my precision of observation is limited to whole pounds. In fact, when the scale appears right in
between 150 and 151, is the closest value 150 or 151? My error of precision is potentially 1 pound. Note that
precision is NOT the same as reliability. When we speak of reliability, we are speaking of variations in repeated
observations that are larger than those due to the precision of measurement alone.
In describing the reliability of an instrument, it is advantageous to have an index which describes the
degree of reliability of the instrument. One popular index of reliability is the product-moment correlation between
two applications of the measurement instrument to a group of individuals. For example, I might administer a history
test to a group of students at 10:00 A.M. and again at 2:00 P.M. Assuming the students did not talk with each other
about the test, study history during the intervening time, forget relevant history material during those four hours,
etc., then the correlation between their 10:00 A.M. and 2:00 P.M. scores would estimate the reliability of the test.
Our index of reliability can vary between zero (no reliability) to 1.0 (perfect reliability). Note that a reliability of
less than zero is nonsense - a test cannot theoretically be less than completely unreliable!
We may also express this index of reliability as the ratio of "True Score" variance to "Observed Score
Variance", that is St2 / Sx2 . We will denote this ratio as rxx. This choice of rxx is not capricious - we use the symbol
for correlation to indicate that reliability is estimated by a product-moment correlation coefficient. The xx subscript
denotes a correlation of a measure with itself. Each observed score (X) for an individual may be assumed to consist
of two parts, a TRUE score (T) and an ERROR (E) score, i.e., X i = Ti + Ei. For N individuals, the variance of the
observed scores is
N _____ 2
Σ [(Ti + Ei) - (Ti + Ei)]
Sx2 = i=1 ________________
(N-1)
or
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N _ _2
Σ [Ti + Ei - T - E]
Sx2 = i=1 _____________
(N-1)
or
N _ _ 2
Σ [(Ti - Ti) + (Ei - E)]
Sx2 = i=1 _____________ (11.1)
(N-1)
If we assume that error scores (E) are normally and randomly distributed with a mean of zero and, since they are
random, uncorrelated with other scores, then
N _ 2
Σ [(Ti - T) + Ei]
Sx2 = i=1_______________
(N-1)
N _2 _
Σ[(Ti-T) + Ei2 + (EiTi-EiT)]
= i=1__________________________ (11.2)
(N-1)
N _2 N N _
Σ (Ti - T) Σ Ei2 Σ Ei (Ti - T)
= i=1 _____ + i=1 _____+ i=1 _______
(N-1) (N-1) (N-1)
= St2 + Se2 + Covte / (N-1)
= St2 + Se2 + Covte / (N-1) * (StSe)/(StSe)
= St2 + Se2 + rteStSe
= St2 + Se2 since the correlation of errors with true scores is zero.
Reliability is defined as
St2 Sx2 - Se2 1 - Se2

rxx = _____ = ___________ = _________ (11.3)
Sx2 Sx2 Sx2
Because we cannot directly observe true scores, we must estimate them ( or the variance of error scores) by
some method. A variety of methods have been developed to estimate the reliability of a test. We will describe, in
this unit, the one known as the Kuder-Richardson Formula 20 estimate. Other methods include the test-retest
method, the corrected split-half method, the Cronbach Alpha method, etc.
The Kuder - Richardson Formula 20 Reliability
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The K-R formula is based on the correlation between a test composed of K observed items and a theoretical
(unobserved) parallel test of k items parallel to those of the observed test. A parallel test or item is one which yields
the same means, standard deviations and intercorrelations as the original ones.
To develop the K-R 20 formula, we will begin with the correlation between two tests composed of K and k
items respectively where K = k. The correlation between the total
scores correct on each test is represented by
rI,II where
Test I scores = the sum of item scores X1 + X2 +..+ XK

and Test II scores= the sum of item scores x1 = x2 +..+ xk
We may therefore write the correlation as
r = r
I,II (X1+X2+..+XK),(x1+x2+..+xk)
N ________ ______
Σ [(X1 +..+XK)-(X1 +..+XK)][ (x1 +..+xk)-(x1 +..xk)]
i=1
= _______________________________________________ 11.4)
K K K
N Σ Sg2 + N Σ Σ rG,g SGSg gG
G=1 G=1 g=1
The numerator of the above equation is the deviation cross-products of the total scores I and II. The denominator
represents the variance of the composite score I. Since parallel tests have the same variance, we are assuming that
the variance of test I equals that of test II. For that reason, the variance of the composite test I or II can be expressed
as the sum of individual item variances plus the covariance among the items. The numerator of our correlation can
be similarly expressed, that is
K K K
N Σ rG,G SGSg + N Σ Σrg,G SGSg
G=1 G=1 g=1
r = ----------------------------------------- g≠G
I,II K K K
N Σ Sg2 + N Σ Σ rg,G Sg SG
g=1 g=1 G=1
which can be further reduce as follows:
K K K
Σ rg,g Sg2 + Σ Σ rg,G Sg SG
g=1 g=1 G=1
r = ____________________________ g≠G
I,II K K K
ΣSg2 + Σ Σ rg,G Sg SG
g=1 g=1 G=1
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K K K K K
Σrg,g Sg2 - Σ Sg2 + Σ Sg2 + Σ Σ rg,G Sg SG
g=1 g=1 g=1 g=1 G=1
rI,II = ____________________________________________
Sx2
K K
Σ rg,g Sg2 - Σ Sg2 + Sx2
r = g=1 g=1
I,II ____________________________ (11.5)
Sx2
Note! rg,g represents the correlation between parallel test items.
In an observed test of K items we would not expect to have parallel items. We must therefore estimate the
correlation (or covariance) among parallel items by the correlation among non-parallel items. That is
K K
Σ Σ rg,G Sg SG
K g=1 G=1
Σ rg,g Sg2 = ________________ g≠G
g=1 ( K - 1)
Note: There are K(K-1) pairings when g is not equal to G.
Since
K K K
Sx2 = Σ Sg2 + Σ Σ rg,G Sg SG
g=1 g=1 G=1
then
K K
Σ rg,g Sg = (Sx2 - Σ Sg2) / ( K-1)
g=1 g=1
and
K
Sx2 - Σ Sg2 K
g=1 - Σ Sg2 + Sx2
__________ g=1
K-1
r = ___________________________
I,II Sx2
K K
Sx2 - Σ Sg2 Σ Sg2
g=1 g=1
= ____________ - ______ + 1
(K-1) Sx2 Sx2
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K
Σ Sg2
g=1 K
_____ (K-1) Σ Sg2
1 Sx2 g=1 K-1
= ____ - _________ - ________ + ___
K-1 K-1 (K-1)Sx2 K-1
K K K
Σ Sg2 K Σ Sg2 Σ Sg2
g=1 g=1 g=1
=[ 1 ][1- _____ - _______ + ______ + K-1 ]
K-1 S x2 Sx2 Sx2
K
K Σ Sg2
1 g=1
= _____ [ K - ______ ]
K-1 Sx2
K K
or rI,II = [ _____ ] [ 1 - Σ Sg2 / Sx2 ] KR#20 Formula 11.6)
K-1 g=1
We have thus derived the Kuder-Richardson Formula 20 estimate of the correlation between an observed test of K
items and a theoretically parallel test of k items. Besides knowing the number of items K, one must calculate the
sum of the item variances for item g = 1 to K and the total variance of the test (Sx2). We really only had to make
one assumption other than the parallel test assumptions: that the covariance among UNLIKE items is a reasonable
estimate of covariance among PARALLEL items.
If we might also assume that all items are equally difficult (they would have the same means and variances)
then the above formula may be even further simplified to
_ _2
X - X/K
rxx = K [ 1 - __________ ] (11.7)
K-1 Sx2
We note that in the KR#20 formula, that as the number of items K grows large, the ratio of K / (K-1) approaches 1.0
and the reliability approaches
K
Sx2 - Σ Sg2
g=1
rxx = ___________
Sx2
= St2 / Sx2
We now have an expression for the variance of true scores, that is S t2 = Sx2 rxx. Similarly, we may obtain an
expression for the variance of errors by
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rxx = (Sx2 - Se2) / Sx2
= 1.0 - Se2 / Sx2
or Se2 = Sx2 (1 - rxx) (11.8)
The Standard Error of Measurement, the positive root of the variance of errors is obtained as
_______
Se = Sx √(1.0 - rxx) (11.9)
If the errors of measurement may be assumed to be normally distributed, the standard error indicates the
amount of score variability to be expected with repeated measures of the same object. For example, a test that has a
standard deviation of 15 and a reliability of .91 (as estimated by the KR#20 formula) would have a standard error of
measurement of 15 * .3 = 4.5 . Since one standard deviation of the normal curve encompasses approximately 68.2%
of the scores, we may say that approximately 68% of an individual's repeated measurements would be expected to
fall within + or - 4.5 raw score points. We take note of the fact that this is the error of measurement expected of all
individuals measured by a hypothetical instrument no matter what the original score level observed is. If you read
about the Rasch method of test analysis, you will find that there are different estimates of measurement error for
subjects with varying score levels by that method!
Validity
When we develop an instrument to observe some attribute of objects or persons, we assume the resulting
scores will, in fact, relate to that attribute. Unfortunately, this is not always the case. For example, a teacher might
construct a paper and pencil test of mathematics knowledge. If a student is unable to read (perhaps blind) then the
test would not be valid for that individual. In addition, if the teacher included many "word" problems, the test
scores obtained for students may actually measure reading ability to a greater extent than mathematics ability! The
"ideal" measurement instrument yields scores indicative of only the amount ( or relative amount compared with
others) of the single attribute of a subject. It is NOT a score reflecting multiple attributes.
Consider, for a moment, that whenever you wanted a measure of someone's weight, your scale gave you a
combination of both their height and weight! How would you differentiate among the short fat persons and the tall
thin persons since they could have identical scores? If a test score reflects both mathematics and reading ability, you
cannot differentiate persons good in math but poor in reading from those poor in math but good in reading!
The degree to which a test measures what it is intended to measure is called the VALIDITY of the test.
Like reliability, we may use an index that varies between 0 and 1.0 to indicate the validity of a test. Again, the
Pearson product-moment correlation coefficient is the basis of the validity index.
Concurrent Validity
If there exists another test in which we have confidence of it being reasonable measure of the same
attribute measured by our test, we may use the p-m correlation between our test and this "criterion" test as a measure
of validity. For example, assume you are constructing a new test to measure the aptitude that students have for
learning a foreign language. You might administer your test and the Modern Foreign Language Aptitude Test to the
same group of subjects. The correlation between the two tests would be the validity coefficient.
Predictive Validity
Some tests are intended to be used as predictors of some future attribute. For example, the Scholastic
Aptitude Test (SAT) may be useful as a predictor of future Grade Point Average earned by students in their
freshman year at college. When we correlate the results of a test administered at one point in time with a criterion
measured at some future time, the correlation is a measure of the predictive validity of the test.
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Discriminate Validity
Some tests which purportedly measure a single attribute are, as we have said, often composite measures of
multiple attributes. Ideally, an English test would correlate highly with other English tests and NOT particularly
high with intelligence tests, mathematics tests, mechanical aptitude tests, etc. The degree to which the correlation
with similar attribute measures differs from the correlation of our test with measures of other attributes is called the
discriminate validity of a test. Often the partial correlation between two tests in which the effects of a third,
supposedly less related test, has been removed, is utilized as a discriminate validity coefficient. As an example,
assume that your new test of English correlates .8 with student final examination scores in an English course and
correlates .5 with the Stanford-Binet test of intelligence. Also assume that the final examination scores correlate .4
with the S-B IQ scores. The partial correlation of your English Test with English final examination scores can be
obtained as
ry,E - ry,I rE,y

ry,E.I = ___________ (11.10)
√(1-ry,I2)(1-re,y 2)
where
ry,E.I is the partial correlation between your test y and the English examination scores,
ry,E is the correlation of your test and the English examination scores,
ry,I is the correlation of your test with IQ scores, and
rE,y is the correlation between English examination scores and IQ scores.
The obtained value would be
ry,E.I = [(.8 - (.5)(.4)] / √[(1-.25)(1-.16)]
= .6 / √[(.75)(.84)]
= .6 / √(.63) = .75
In other words, partialling out the effects of intelligence reduced our validity from .8 to .75.
It is sometimes distressing to discover that a carefully constructed test of a single attribute often may be
found to correlate substantially with a number of other tests which supposedly measure other, unrelated attributes.
In our example, we partial out only the effects of one other variable, intelligence. One can use multiple regression
procedures to partial out more than one variable from a correlation.
Construct Validity
The attribute we are proposing to measure with a test is often simply a hypothetical construct, that is, some
attribute we think exists but which we have had to define by simple description in our language. There is often no
way to directly observe the attribute. The concept of "intelligence" is such a hypothetical construct. We describe
more "intelligent" people as those who learn faster and retain their learning longer. Less "intelligent" persons seem
to learn at a much slower pace and have more difficult time retaining what they have learned. With such
descriptions, we may construct an "intelligence" test. As you probably well know, a number of people have, in fact,
done just that! Now assume that your "intelligence" test along with that of, say, three other tests of intelligence, are
all administered to the same group of subjects. We could then construct the inter-correlation matrix among these
four tests and ask "is there one common underlying variable that accounts for the major portion of variance and
covariance within and among these tests?" This question is often answered by determining the eigenvalues and
corresponding eigenvectors of the correlation matrix. If there is one particularly larger root out of the four possible
roots and if the normalized corresponding eigenvalues of that root all are large, we may argue that there is validity
for the construct of intelligence (at least as defined by the four tests). This technique and others similar to it are
usually called "Factor Analysis". If our test "loads" (correlates) highly with the same common factor that the other
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tests measuring the same attribute do, then we argue the test has construct validity. This correlation (factor loading)
of our test with the other measures of the same attribute is the construct validity coefficient of our test.
Content Validity
If you were to construct a test of knowledge in a specific area, say "proficiency in statistics", then the items
you elect to include in your test should stand the scrutiny of experts in the field of statistics. That is, the content of
your test in terms of the items you have written should be relevant to the attribute to be measured. When
constructing a test, an initial decision is made as to the purpose of the test: is the purpose to demonstrate proficiency
to some specified level, or is it to measure the degree of knowledge attained as compared to others. The first type of
test is often referred to as a "criterion" referenced test. The second type in a normative test. With a criterion
referenced test, the test writer is usually not as concerned with measuring a "single" attribute or latent variable but
rather of selecting items that demonstrate specific knowledge and skills required for doing a certain job or success in
some future learning activity. The norm-referenced tests, on the other hand, usually measure the degree of some
predominant attribute or "latent" (underlying) variable. In either case, the test author will typically start with a
"blueprint" of the domain, i.e., a list of the relevant aspects of the attribute to be measured. This blueprint may be a
two-dimensional description of both the topics included in the domain as well as the levels of complexity or
difficulty to be measured by items within one aspect. Once the blueprint is constructed, it is used to guide the
construction of items so that the domain is adequately sampled and represented by the test. When completed, the
test may be submitted to a panel of experts who are asked to classify the items into the original blueprint, evaluate
the relevance of the blueprint areas and items constructed and evaluate the adequacy of the item construction. The
percent of agreement among judges on a particular item as being appropriate or not being appropriate as a measure
of the attribute can be used as an indicator of content validity. The reliability of judgments across a set of items may
be used to measure the consistency of the judges themselves. A large proportion of the test items should be judged
satisfactory by a high percentage of the judges in order to say that the instrument has content validity.
Effects of Test Length
Tests of achievement, aptitude, and ability may vary considerably in their number of items, i.e. test length.
Tests composed on positively correlated items that are longer will display higher reliability then shorter tests. The
correlation of reliable measures with other variables will tend to be higher than the correlation of less reliable
measurements, thus the predictive validity, concurrent validity, etc. will be higher for the longer test.
Reliability for tests that have been changed in length by a factor of K can be estimated by the Spearman-
Brown "prophecy" formula:
K r11
Rkk = ______________ (11.11)
1 + (K - 1) r11
where r11 is the reliability of the original test,

and K is the multiplication factor for lengthening (or shortening) the test.
As an example, assume you have constructed a test of 20 items and have obtained a reliability estimate of
0.60 . You are interested in estimating the reliability of the test if you were to double the number of items with
items that are similar in inter-correlations, means and variances with the original 20 items. The factor K is 2 since
you are doubling the length of the test. Your estimate would be:
(2)(0.60)
Rkk = _______________ = 0.75
1 + (2-1)(.60)
Therefore, doubling the length of your test would result in an estimated reliability of 0.75, a sizable
increase above the original 0.60. The formula can also be used to estimate the reliability of a shortened test
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constructed by sampling items from a longer test. For example a test of 100 items with a reliability of 0.90 could be
used to produce a 25 item short-form test. The reliability would be
(0.25)(0.90)
Rkk = ____________________ = 0.6923
1 + (0.25 - 1)(0.90)
Note that in this case K = 0.25 since the test length has been changed by a factor of one fourth of the
original length.
The Spearman-Brown formula can also be used to estimate the effects on a validity coefficient when either
the test or the criterion measure have been extended in length. First we note that if a test is extended in length
indefinitely (infinite length) then the reliability approaches 1.0. This permits us to estimate the validity between two
measures, either or which (or both) have been extended in length. For example, the correlation between a test that
has been extended by a factor of K and another test that has been extended by a factor of L is given by :
r1I
RKL = ____________________________________ (11.12)
______________ ______________
√1/K + (1 - 1/K )r √ 1/L + (1 - 1/L)rII
where r1I is the correlation between the two tests, r11 and rII are the reliabilities of the two tests and K and L
are the factors for extending the two tests.
If only one of the tests, say for example test I above, is made infinitely long so that its reliability
approaches 1.0, then the above formula reduces to
r1I
R1∞ = ___
√ rII
The above formula is useful in estimating the validity of a test correlated with a criterion measured without
error. In addition, we may be interested in estimating the correlation of a test and criterion both of which have been
adjusted for unreliability. This would estimate the correlation between the True scores of each instrument and is
given by
r1I
R∞∞ = ____ (11.13)
√ r11 rII
Composite Test Reliability
Teachers often base course grades on the basis of a combination of tests administered over the period of the
semester. The teacher usually, however, desires to give different weights to the tests. For example, the teacher may
wish to weight tests 1, 2 as 1/4 of the total grade and the final exam (test 3) as 1/2 of the grade. Since the tests may
vary considerably in length, mean, variance and reliability, one cannot simply add the weighted raw scores achieved
by each student to get a total score. Doing so would give greater weight than intended to the more variable test and
less weight than intended to the less variable test. A preferable method of obtaining the total weighted score would
be first to standardize each test to a common mean and standard deviation. This is usually done with the z score
transformation, i.e.
_
(Xi - X)
zi = _______ (11.14)
Sx
Each subject's z score for a test may then be weighted with the desired test weight and the sum of the
weighted z scores be used as the total score on which grades are based. The reliability of this composite weighted z
score can be estimated by the following formula:
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WCW'
Rww = ______ (11.15)
WRW'
where Rww is the reliability of the composite,

W is a row vector of weights and W' is the column transpose of W,
R is the correlation matrix among the tests and
C is the R matrix with the diagonal elements replaced with estimates of the
individual test reliabilities.
As an example, assume a teacher has administered three tests during a semester course and obtains the following
information:
CORRELATIONS
TEST 1 2 3
1 1.0 .6 .4
2 .6 1.0 .5
3 .4 .5 1.0
Reliability .7 .6 .8
Weights .25 .25 .50
The reliability of the composite score would then be obtained as:
| .7 .6 .4 | .25
(.25 .25 .50)| .6 .6 .5 | (.25 )
| .4 .5 .8 | .50
Rww = _____________________________________________
| 1.0 .6 .4 | .25
(.25 .25 .50) | .6 1.0 .5 | (.25 )
| .4 .5 1.0 | .50
= 0.861
The above equation utilizes matrix multiplication to obtain the solution. If you have not used matrix
algebra before, you may need to consult an elementary text book in matrix algebra to familiarize yourself with the
basic operations.
Reliability by ANOVA
Sources of Error - An Example
In the previous sections, an observed score for an individual on a test was considered to consist of two
parts, true score and error score, i.e. X = T + E. Error scores were assumed to be random with a mean of zero and
uncorrelated with the true score. We now wish to expand our understanding of sources of errors and introduce a
method for estimating components of error, that is, analyzing total observed score variance into true score variance
and one or more sources of error variance. To do this, we will consider a measurement example common in
education - the rating of teacher performance.
A Hypothetical Situation
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Assume that teachers in a certain school district are to be rated by one or more supervisor one or more
times per year. Also assume that a rater employs one or more "items" in making a rating, for example, lesson plan
rating, handling of discipline, peer relationships, parent conferences, grading practices, skill in presenting material,
sensitivity to students, etc.. We will assume that the teachers are rated on each item using a scale of 1 to 10 points
with 1 representing very inadequate to 10 representing very superior performance. We note that in this situation:
(1) teachers to be rated are a sample from a population of teachers,
(2) supervisors doing the rating are a sample of supervisors,
(3) items selected are a sample of possible teacher performance items,
(4) ratings performed are a sample of possible replications, and
(5) teacher performance on a specific item may vary from situation to situation due to
variation in teacher mood, alertness, learning, etc. as well as due to situational
variables such as class size, instructional materials, time of day, etc..
We are interested of course in obtaining ratings which accurately reflect the true competence of a teacher
and the true score variability among teachers (perhaps to reward the most meritorious teacher, identify teachers
needing assistance, and selection of teachers for promotion). We must recognize however, a number of possible
sources of variance in our ratings - sources other than the "true" competence of the teachers and therefore error of
measurement:
(a) variability in ratings due to items sampled from the population of possible items,
(b) variability in ratings due to the sample of supervisors used to do the ratings,
(c) variability in ratings due to the sample of teachers rated,
(d) interactions among items, teachers and supervisors.
Let us assume in our example that six teachers are rated by two supervisors (principal and coordinator) on each
of four items. Assume the following data have been collected:
------------------------------------------------------------------
Principal Coordinator Combined
Item 1 2 3 4 1 2 3 4 Princ. Coord. Both
------------------------------------------------------------------
Teacher
1 9 6 6 2 8 2 8 1 23 19 42
2 9 5 4 0 7 5 9 5 18 26 44
3 8 9 5 8 10 6 9 10 30 35 65
4 7 6 5 4 9 8 9 4 22 30 52
5 7 3 2 3 7 4 5 1 15 17 32
6 10 8 7 7 7 7 10 9 32 33 65
SUM 50 37 29 24 48 32 50 30 140 160 300
Item Sums for Principal + Coordinator

98 69 79 54
We now define the following terms to use in a three way analysis of variance:
Xijk = the rating for teacher i on item j from supervisor k.
1.
6 4 2 2
Σ Σ Σ (Xijk ) = 2,214 Sum of Squares of single
i=1 j=1 k=1 observations.
4 2 2
Σ Σ (X.jk ) = 12,014 Sum of Squares over
j=1 k=1 teachers.
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6 2 2
Σ Σ (Xi.k ) = 8,026 Sum of Squares over
i=1 k=1 items.
6 4 2
Σ Σ (Xij. ) = 4,258 Sum of Squares over
i=1 j=1 supervisors.
2 2
Σ (X..k ) = 45,200 Sum of Squares over
k=1 teachers and items.
4 2
Σ (X.j. ) = 23,522 Sum of Squares over
j=1 teachers and supervisors
6 2
Σ (Xi.. ) = 15,878 Sum of Squares over
i=1 items and supervisors.
2
(X... ) = 90,000 Square of grand sum of
all observations.
Our analysis of variance table may contain the following

sums of squares:
6 4 2 2
6 4 2 2 Σ Σ Σ X ijk)
Total Sums of Squares = Σ Σ Σ (Xijk) - i=1 j=1 k=1
i=1 j=1 k=1 (6)(4)(2)
or SStotal = 2,214 - 90,000 / 48 = 339.00
6 2 6 4 2 2
Σ (Xi.. ) ( Σ Σ Σ Xijk )
Teacher Sums of Squares = i=1 - i=1 j=1 k=1
(4)(2) (6)(4)(2)
or SSteachers = 15,878 / 8 - 90,000 / 48 = 109.80
4 2 6 4 2 2
Σ (X.j.) ( Σ Σ Σ Xijk )
Item Sums of Squares = j=1 - i=1 j=1 k=1
(6)(2) (6)(4)(2)
or SSitems = 23,522 / 12 - 90,000 / 48 = 85.2
2 2 6 4 2 2
Σ (X..k) ( Σ Σ Σ Xijk )
Supervisor Sum of Squares = k=2 - i=1 j=1 k=1
(6)(4) (6)(4)(2)
or SSsuperv = 45,200 / 24 - 90,000 / 48 = 8.3
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6 4 2 6 4 2 2
Σ Σ (Xij. ) ( Σ Σ Σ Xijk )
Teacher-Item Interaction= i=1 j=1 - i=1 j=1 k=1
2 (6)(4)(2)
- SSteachers - SSitems
or SSTxI = 4,258/2 - 90,000/48 - 109.8 - 85.2 = 59.00
6 2 2 6 4 2 2
Σ Σ (Xi.k) ( Σ Σ Σ Xijk )
Teacher-Superv. Inter = i=1 k=1 - i=1 j=1 k=1
4 (6)(4)(2)
- SSteachers - SSsuperv
or SSTxS = 8,026/4 - 90,000/48 - 109.8 - 8.3 = 13.4
4 2 2 6 4 2 2
Σ Σ (X.jk) ( Σ Σ Σ Xijk )
Item-Superv. Interact. = j=1 k=1 - i=1 j=1 k=1
(6) (6)(4)(2)
- SSitems - SSsuperv
or SSIxS = 12,014/6 - 90,000/48 - 85.2 - 8.3 = 33.8
6 4 2 2
6 4 2 2 ( Σ Σ Σ X ijk )
Teacher-Item-Super.= Σ Σ Σ (Xijk) - i=1 j=1 k=1
i=1 j=1 k=1 (6)(4)(2)
- SSteachers - SSitems - SSsuperv.
or SSTxIxS = SStotal - (SSteachers + SSitems +
SSsuperv + SSTxI + SSTxS + SSIxS )
= 339.0 - (109.8 + 85.2 + 59.0 + 13.4 + 33.8 ) = 29.5
The Analysis of Variance table may be summarized as :
---------------------------------------------------------
SOURCE D.F. SS MS
---------------------------------------------------------
Teachers (T) 5 109.8 21.96
Items (I) 3 85.2 28.40
Supervisors (S) 1 8.3 8.30
T x I Interaction 15 59.0 3.93
T x S Interaction 5 13.4 2.68
I x S Interaction 3 33.8 11.27
T x I x S Inter. 15 29.5 1.97
---------------------------------------------------------
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We may now use each of the above mean squares to estimate population variance components in
examining the reliability of the ratings. We have :
S2TxIxS= MSTxIxS = 1.97
The second order interaction is our error (residual) term since we only have a single observation under
each of the three facets (teachers, items and supervisors).
S2TxI = .5(MSTxI-MSTxIxS) = .5(3.93) - 1.97) = 0.98
This is our error variance attached to teacher interaction with items. Each mean square at a given level
includes variance at a higher level of interaction. We subtract out that previously obtained portion. We also divide
by the number of observations on which the term is based - in this case the teacher by item interaction is based on
two supervisors.
S2TxS = (1/4)(MSTxS - MSTxIxS ) = .25(2.68 - 1.97) = .18
This is our estimate of error due to interaction of teachers and supervisors (repeated over the four items).
S2IxS = (1/6)(MSIxS - MSTxIxS ) = (11.27 - 1.97)/6=1.55
This is the estimated error variance for interaction of items and supervisors over the six teachers.
S2T = [1/(4)(2)][ MST - MSTxI - MSTxS + MSTxIxS]
= ( 21.96 - 3.93 - 2.68 + 1.97) / 8 = 2.16
This is our estimate of variance due to differences among teachers - that variance we hope is large in
comparison to error variance. It is our estimate of the teachers variance component of each rating by each
supervisor.
S2I = [1/(6)(2)][ MSI - MSTxI - MSIxS + MSTxIxS]
= (28.4 - 3.93 - 11.27 + 1.97) / 12 = 1.26
This is variance due to variability of ratings among the items or item "difficulty".
S2S = [1/(6)(4)][MSS - MSTxS - MSIxS + MSTxIxS]
= (8.3 - 2.68 - 11.27 + 1.97) / 24 < 0
This estimate of variability due to supervisors is less than zero hence considered negligible. While variance
cannot be less than zero, our small sample of supervisors that apparently rated quite consistently led to this estimate.
Estimates may, of course, fall above or below the population values.
We now turn to the question of estimating the reliability of our ratings. In previous sections the classical
definition of reliability was given as
σ2rue σ2true
rxx = _________ = ______
σ2true + σ2error σ2observed
The "true" score variance for J items rated by K supervisors is given by

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2 2 2 2
Strue = (JK) ST = [(4)(2)] 2.16 = (64)(2.16) = 138.24
Our "observed score" variance is estimated by
2 2 2 2 2 2
Sobs = (JK)(JKSt + JSs + KSi + JSTxS + KSTxI
2 2
+ SIxS + STxIxS )
= (4x2) [(4x2)2.16 + (4)0 + (2)1.26 + (4)0.18

+ (2)0.98 + 1.55 + 1.97)
= 208
and the ratio S2true / S2observed = rxx = 0.665 is the estimate of the correlation that would be obtained between two sets
of scores for a group of teachers rated on the basis of a random set of four items chosen for each teacher and rated
by a random set of two supervisors for that teacher. Note our emphasis that this is a random effects model - each
teacher could be rated on a sample of different items and by different supervisors!
In examining the sources of error, increasing the number of items would most likely reduce the largest error
components (items and interaction of items with teachers and supervisors).
If the items used by each person doing the ratings is the same (fixed effects of items), the variance
component for items disappears from the estimate of observed score variance giving
S2observed = (0 + .24 + 0.09 + 0.19 + 0.25) = 2.93
and rxx = 2.16 / 2.93 = 0.74
Obviously, using the same test on all teachers yields a more precise estimate of the teacher competencies. If we also
fix the supervisors so that all teachers are rated by the same two supervisors, then S2S and S2IxS disappears as sources
of error variance and the observe score is given by
S2 = S2T + S2TxI / J + S2TxS / K + S2TxIxS / JK
= 2.16 + 0.24 + 0.09 + 0.25 = 2.74
and rxx = 2.16 / 2.74 = 0.79
By using the same items and supervisors, the reliability of the ratings has been increased from .66 to .79 .
We may further assume that our items are not a sample from a population of items but, in fact, constitute
the universe of teacher behaviors to which we intend to generalize. In this case, S 2TxI and S2I will both disappear
from our error term. Our estimates of true and observe score therefore become:
S2true = S2T + S2TxS / J = 2.16 + 0.24 = 2.40
and
S2observed = S2true = (S2S/K + S2TxS/K + S2IxS / JK
+ S2TxIxS / JK) = 2.93
Therefore rxx = 2.4 / 2.93 = 0.82
Finally, if we choose to consider only two specific supervisors as our universe of supervisors, then
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S2true = S2T + S2TxS / J + S2TxS / K = 2.16 + .24 + .09
= 2.49
and S2observ = S2true + S2TxIxS / JK = 2.49 + 0.25 = 2.74
Therefore, rxx = 2.49 / 2.74 = 0.91
Clearly, the degree to which one intends to generalize a test or rating procedure affects the reliability of the
measurements for that purpose.
In the previous discussion we have examined multiple facets of reliability. We saw that the assumptions of
sampling both test items and raters as well as subjects affected our estimate of reliability. We now will relate the
above analysis with a simple ANOVA approach using the "Treatments by Subjects" analysis of variance program
found in the Measurement Menu of the SAMPLE system. To illustrate its use, we will combine the two supervisor
ratings from the above example and treat our data as consisting of six teachers who have been rated on four items.
We assume we are using the population of "items" and the same raters on each teacher rated. Our data consists of
the following:
ITEM SUM
TEACHER 1 2 3 4
1 17 8 14 3 42
2 16 10 13 5 44
3 18 15 14 18 65
4 16 14 14 8 52
5 14 7 7 4 32
6 17 15 17 16 65
SUM 98 69 79 54 300
In calculating the sums of squares for the ANOVA, we first obtain the squares of individual ratings, squares
of the sums for each teacher, squares of the sums for each item and the square of the sum of the item (or teacher)
sums. These are:
6 4 2
Σ Σ (Xij) = 4,258 Squares of single observations
i=1 j=1
6 2
Σ (Xi.) = 15,878 Squares of teacher sums
i=1
4 2
Σ (X.j) = 23,522 Squares of item sums
j=1
2
(X..) = 90,000 Square of grand total
The sum of squared deviations about the mean for the terms of our ANOVA are obtained using the above terms and
computed as follows:
SStotal = 4,258 - 90,000 / 24 = 508
SSteachers = 15,878 / 4 - 90,000 / 24 = 219.50

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SSitems = 23,522 / 6 - 90,000 / 24 = 170.33
SSIxT = SStotal - SSteachers - SSitems + 90,000 / 24
= 118.17
The SSitems and SSIxT are often combined into a SSwithin to represent the total sum of squares due to variation within
subjects, i.e. the squared deviations of subject's scores about the subject means. The ANOVA summary table may
look as follows:
-----------------------------------------------------------------
SOURCE D.F. SS MS F
-----------------------------------------------------------------
Among Teachers 5 219.50 43.90 5.57
Within Teachers 18 288.50 16.03

Items 3 170.44 56.78 7.21
Teachers x Items 15 118.17 7.88
Total 23 508.00
----------------------------------------------------------------
The terms for our reliability are
S2true = (MSobserved - MSTxI) / N
= (43.90 - 7.88) / 6 = 6.00
S2observed = Strue + MSTxI / N = 6.02 + 7.88 / 6
= 6.00 + 7.88 / 6 = 7.31
and the reliability is
rxx = S2true / S2observed = 6.00 / 7.31 = 0.82
This reliability is called the adjusted average rating reliability on the printout from the program in your
system. It reflects the reliability of ratings in which the error due to differences in average ratings by the judges or
items has been removed. Essentially, the individual ratings are "adjusted" so that the column sums or means are
equal. If a test of J dichotomously scored items are analyzed by both the Kuder-Richardson Formula 20 and the
Treatment by Subjects ANOVA procedures, the KR#20 reliability will equal the reliability reported above.
One can also estimate a single item reliability by obtaining an average item reliability using
MST - MSTxI 43.9 - 7.88

rsingle = ________________ = ____________ = 0.53
MST + (J-1)MSTxI 43.9 - (3)7.88
Again, this reliability reflects an adjustment for the "difficulty" of the items, that is, all ratings or items are
made to reflect the same sum or average across the subjects rated. A similar result would be obtained by using the
Spearman-Brown Prophecy formula where we estimate the reliability of a test reduced in length to a single item.
Should the user want to know what the reliability of the ratings or test is without adjustment for variability
in mean ratings, then the following may be used:
372
For the unadjusted test reliability
rxx = 1.0 - (MSwithin / MST)
= 1.0 - (16.03 / 43.90) = 0.63
For the estimate of a single item reliability unadjusted for difference among item (or rating) means, the formula is
MST - MSwithin
rxx = _______________________
MST + (J-1)MSwithin
= (43.9 - 16.03) / (43.9 + (4-1)16.03)
= 0.30
Item and Test Analysis Procedures
Teachers typically construct their own tests to measure the achievement of students in their courses. In
constructing the test, it is a good idea to begin with a test "blueprint" or table of specifications for the test. This test
blueprint usually consists of a table in which the rows represent content or concept areas to be tested and the
columns represent levels of thinking required such as classified by Bloom's taxonomy of cognitive skills. The cells
may simply indicate the number of items to be written in each concept area at each level of thinking skill. For
example, an elementary teacher might construct a blueprint for a test over arithmetic concepts for eighth grade
students using something like the following:
LEVEL
Knowledge Application Synthesis Evaluation
CONCEPT
Addition 3 3 1 1
Subtraction 2 2 1 2
Multiplication 3 3 0 0
Division 2 2 2 1
Percentage 3 3 3 3
Exponents 2 3 1 1
In this example, the teacher would construct 47 items from the table of specifications. The items
constructed may be of a variety of types such as multiple choice, matching, completion, problem solving, etc.. Once
the test is constructed and administered to the students, the teacher may then evaluate various properties of the items
and test. For example, the teacher may want to know how reliable the test is, how difficult each item was, how well
each item differentiates between high and low scoring students, and how the test might be improved for subsequent
use. This section describes several methods for analyzing tests and the items within tests.
Classical Item Analysis Methods
Item Discrimination
If a test is constructed to test one predominant domain or area of achievement or knowledge then each item
of the test should correlate positively with a total score on the test. The total score on the test is usually obtained by
awarding a value of 1 to a student if they get an item correct and a 0 if they miss it and summing across all items.
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On a 47 item test, a student that gets all items correct would therefore have a total score of 47 while the student that
missed all items would have a score of 0.
We can correlate each item with the total score obtained by the students. We may use the Pearson
Product-Moment correlation formula (see the section on simple correlation and regression) to do our calculations.
We note however that we are correlating a dichotomous variable (our item is scored 0 or 1) with a continuous
variable (total scores vary from 0 to the number of items in the test). This type of correlation is also called a "Point-
Biserial Correlation". Unfortunately, when one of the variables in the product-moment correlation is dichotomous,
the correlation is affected by the proportion of scores in the dichotomous variable. If the proportion of 0 and 1
scores is about the same (50% for each), the correlation may approach 1.0. When the split of the dichotomous
variable is quite disproportionate, say .2 and .8, then the correlation is restricted to much lower values. This
certainly makes interpretation of the point-biserial correlation difficult. Nevertheless, a "good" test item will have
positive correlations with the total score of the test. If the correlation is negative, it implies that more knowledgable
students are more likely to have missed the item and less knowledgeable students likely to have gotten the item
correct! Clearly, such an item is inconsistent with the measurement of the remaining items. Remember that the total
score contains, as part of the total, the score of each item. For that reason, the point-biserial correlation will tend to
be positive. A "corrected" point-biseral correlation can be obtained by first subtracting the individual item score
from the total score before calculating the correlation between the item and total. If a test has many items, say more
than 30, the correction will make little difference in the correlation. When only a few items are administered
however, the correction should be applied.
The point-biserial correlation between test item and test total score is a measure of how well the item
discriminates between low and high achievement students. It is a measure of item discrimination potential. Other
item discrimination indices may also be used. For example, one may simply use the difference between the
proportion passing the item in students ranking in the top half on the total score and the proportion passing the item
among students in the bottom half of the class. Another index, the biserial correlation, may be calculated if one
assumes that the dichotomously scored item is actually an imprecise measure of a continuous variable. The biserial
correlaiton may be obtained using the formula:
______
rbis = rpbis √pi qi / yI (11.16)
where rpbis is the point-biserial correlation, pi and qi are the proportions passing and failing the item, and yi is the
ordinate of the normal curve corresponding to the cumulative proportion pi.
Item difficulty
In classical test analysis, the difficulty of an item is indicated by the proportion of subjects passing the item.
An easy item therefore has values closer to 1.0 while more difficult items have values closer to 0.0 . Since the mean
of an item scored either 0 or 1 is the same as the proportion of subjects receiving scores of 1, the mean is the
difficulty of the item. An ideal yardstick has markings equally spaced across the ruler. This permits its use to
measure objects varying widely in length. Similarly, a test composed of items equally spaced in difficulty permits
reasonable precision in measuring subjects that vary widely in their knowledge. With item difficulties known, one
can select items along the continuum from 0 to 1.0 so that the revised instrument has approximately equal interval
measurement. Unfortunately, the sample of subjects on which the item difficulty estimates are based must
adequately represent all of the subjects for which the instrument is to be used. If another group of subjects that
differs considerably in their knowledge is used to estimate the item difficulties, quite different estimates can be
obtained. In other words, the item difficulty estimates obtained in classical test analysis methods are dependent on
the sample from which they are obtained. It would clearly be desirable to have item parameter estimates that are
invariant from group to group, that is, independent of the subjects being measured by those items.
In our discussion we have not mentioned errors of measurement for individual items. In classical test
analysis procedures we must assume that each item measures with the same precision and reliability as all other
items. We usually assume that errors of measurement for single items are normally distributed with a mean of zero
and that these errors contribute proportionally to the error of measurement of the total test score. Hence the standard
error of measurement is assumed equal for subjects scoring from 1 to 50 on a 50 item test!
374
The Item Analysis Program
The LazStats package includes a program for item analysis using the Classical test theory. The program
provides for scoring test items that have been entered as 0's and 1's or as item choices coded as numbers or letters. If
item choices are in your data file, you will be asked to enter the correct choice for each item so that the program may
convert to 0 or 1 score values for each item. A set of items may consist of several independent sub-tests. If more
than one sub-test exists, you will be asked to enter the sequence number of each item in the sub-tests. You may also
elect to correct for guessing in obtaining total scores for each subject. Either rights-wrongs or rights - 1/4 wrongs
may be elected. Finally, you may weigh the items of a test to give more or less credit in the total score to various
items. An option is provided for printing the item scores and sub-score totals. You may elect one of several
methods to estimate the reliability of the scored items. The sub-test means and standard deviations are computed for
the total scores and for each item. In addition, the point-biserial correlation of each item with each sub-score total is
obtained. Item characteristic curves are optionally printed for each item. The curves are based on the sub-score in
which the item is included. The proportion of subjects at each decile on the sub-score that pass the item is plotted.
If a reasonably large number of subjects are analyzed, this will typically result in an approximate "ogive" curve for
each item with positive point-biserial correlations. Examination of the plots will reveal the item difficulty and
discrimination characteristics for various ability score groups.
Item Response Theory
The past few decades has seen a rapid advance in the theories of psychological measurement. Among the
more important contributions is the conceptualization of subject's responses to a single item. Simply stated, we
assume that the probability of a subject correctly answering an item is a function of both subject and item parameters
(stable characteristics). Usually the subject is considered to have one parameter - ability (or knowledge). The item,
on the other hand, may have one or more parameters. Item difficulty is one parameter but item discrimination and
chance-correctness are two other possible parameters to estimate. For example, a multiple choice item with five
alternatives has a smaller probability of being correctly answered by guessing than a true-false type of question.
Additionally, some items may differentiate among a broad range of student abilities while others discriminate only
among subjects within a narrow range of abilities.
The functional relationship between the probability for correctly answering a question and the ability of
subjects is usually represented by an item characteristic curve such as that depicted below. We might use total
scores on the test as approximations of subject's ability parameter and plot the proportion of subjects in each score
group that correctly answered the item.
PROPORTION
CORRECT
1.0 *
0.9 *
0.8 *
0.7 *
0.6 *
0.5 *
0.4 *|
0.3 * |
0.2 * |
0.1 * * |
0.0 |
_________________________________________________________
1 2 3 4 5 6 7 8 9 10 11 12 13 14
ABILITY (ESTIMATED BY TOTAL TEST SCORE)
An individual's ability score may be obtained by averaging the probabilities for those items correctly
answered and multiplying by the number of items in the test. In the Fig. above, a vertical line is drawn at the
median (50 percentile). This represents the ability of subjects that have a 50-50 chance (odds) of passing the item.
It also may be considered the difficulty of the item. Note that the probabilities of passing the item increase
375
continuously as the total score (or ability) of the subjects increase. We say that the probability of passing the item is
a monotonic increasing function of ability. Clearly, an item for which the probability of correctly answering the
item decreased as subject abilities increased would not be a desirable item! The slope of the curve at the median
denotes the "discriminating power" of the item. If the slope is steep, a small change in subject ability produces a
relatively large change in the probability of correctly answering the item. A very shallow slope would imply a low
ability of the item to differentiate among subjects widely varying in ability. Typically, an item with a steep slope
will only have that steepness over a relatively small range of abilities. For that reason, one item is insufficient to
measure abilities with precision over a wide range of abilities. One would ideally have an instrument composed of
multiple items with steep (and equal) sloped characteristic curves that overlapped on the linear portions of the
curves. The Fig. below might represent a four item test with items equally spaced in difficulty and equal in
discrimination:
PROPORTION
CORRECT
1.00 1 2 3 4
0.95 1 2 3 4
0.9 1 2 3 4
0.8 1 2 3 4
0.7 1 2 3 4
0.6 1 2 3 4
0.5 1 2 3 4
0.4 1 2 3 4
0.3 1 2 3 4
0.2 1 2 3 4
0.1 1 2 3 4
0.05 1 2 3 4
0.00 1 2 3 4
________________________________________________________
1 2 3 4 5 6 7 8 9 10 11 12 13
ABILITY
It is apparent that items 1, 2, 3 and 4 above provide a different amount of information concerning the ability
of subjects that differ in their ability. For example, item one provides little information about subjects that have total
score ability greater than 8. Similarly, item 4 provides little information for subjects scoring below 5. The amount
of discrimination information of an item for varying levels of ability is a function of the slope of the item line at
each ability level. If we can describe the rate of change of ability at any point on an item characteristic curve, we
can plot that rate of change against ability level. Such "plots" are called item information curves. A test information
curve can similarly be plotted by summing the item information (rate of ability change) at each ability level. For an
item of moderate difficulty and relatively steep slope, such an item information function might look like the Fig.
below:
ITEM INFORMATION (Y AXIS) vs ABILITY PARAMETER (X AXIS)

(Rate of Change
in Ability)
1.0 *
0.9 * *
0.8 * *
0.7 * *
0.6 * *
0.5 * *
0.4 * *
0.3 * *
0.2 * *
0.1 * *
0.0 * *
____________________________________________________________
1 2 3 4 5 6 7 8 9 10 11 12 13 14
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The One Parameter Logistic Model
In the classical approach to test theory, the item difficulty parameter is estimated by the proportion of
subjects in some "norming" group that passes the item. Other methods may be used however, to estimate item
difficulty parameters. George Rasch developed one such method. In his model, all items are assumed to have equal
item characteristic slopes and little relevant chance probabilities. The probability of a subject answering an item
correctly is given by the formula
D(dj - bi)
e
P(X=1|bi) = _____________ (11.17)
D(dj - bi)
1.0 - e
where bi is the ability of an individual,

dj is the difficulty of item j, D is an arbitrary scaling or expansion factor, and
e is the constant 2.7182818.....( the base of the natural logarithm system).
An individual's ability bi is estimated by the product of the expansion factor D and the natural log odds of
obtaining a score X out of K items, i.e.,
X
bi = D log ____ (11.18)
K-X
The above equation may also be solved for X, the subject's raw score X expected given his or her ability,
that is
(bi / D)
Ke
Xi = ______________ (11.19)
(bi / D)
1+e
The expansion factor D is a value which reflects the variability of both item difficulties d j and abilities bi. When
scores are approximately normally distributed, this value is frequently about 1.7.
The Rasch one-parameter logistic model assumes that all items in the test that are analyzed measure a
common latent variable. Researchers sometimes will complete a factor analysis of their test to ascertain this
unidimensional property prior to estimating item difficulties using the Rasch model. Items may be selected from a
larger group of items that "load" predominantly on the first factor of the set of items.
The LazStats package includes a program to analyze subject responses to a set of items. The results include
estimates of item difficulties in log units and their standard errors. Ability estimates in log units and errors of
estimate are also obtained for subjects in each raw total score group. One cannot estimate abilities for subjects that
miss all items or correctly answer all items. In addition, items that all subjects miss or get correct cannot be scaled.
Such subjects or items are automatically eliminated by the program. The program will also produce item
characteristic curves for each item and report the point-biserial correlation and the biserial correlation of each item
with the total test score.
The Rasch method of calibrating item difficulty and subject ability has several desirable properties. One
can demonstrate that the item difficulties estimated are independent of the abilities of subjects on which the
377
estimates are based. For example, should you arbitrarily divide a large group of subjects into two groups, those who
have total scores in the top half of the class and those who have scores in the bottom half of the class, then complete
the Rasch analysis for each group, you will typically obtain item difficulties from each analysis that vary little from
each other. This "sample-free" property of the item difficulties does not, of course, hold for item difficulties
estimated by classical methods, i.e. proportion of a sample passing an item. Ability estimates of individuals are
similarly "item-free". A subset of items selected from a pool of Rasch calibrated items may be used to obtain the
same ability estimates of an individual that would be obtained utilizing the entire set of items (within errors of
estimation). This aspect of ability estimation makes the Rasch scaled items ideal for "tailored" testing wherein a
subject is sequentially given a small set of items which are optimized to give maximum precision about the
estimated ability of the subject.
Estimating Parameters in the Rasch Model: Prox. Method
Item difficulties and subject abilities in the Rasch model are typically expressed in base e logarithm values.
Typical values for either difficulties or abilities range between -3.0 and 3.0 somewhat analogous to the normally
distributed z scores. We will work through a sample to demonstrate the calculations typically employed to estimate
the item difficulties of a short test of 11 items administered to 127 individuals (See Applied Psychometrics by R.L.
Thorndike, 1982, pages 98-100). In estimating the parameters, we will assume the test items involved the student in
generating a response (not multiple choice or true false) so that the probability of getting the item correct by chance
is zero. We will also assume that the items all have equal slopes, that is, that the change in probability of getting an
item correct for a given change in student ability is equal for all items. By making these assumptions we need only
solve for the difficulty of the item.
The first task in estimating our parameters is to construct a matrix of item failures for subjects in each total
score group. A total score group is the group of subjects that have the same score on the test (where the total score
is simply the total number of items correctly answered). Our matrix will have the total test score as columns and
individual items as rows. Each element of the matrix will represent the number of students with the same total test
score that failed a particular item. Our sample matrix is
TOTAL TEST SCORE TOTAL

1 2 3 4 5 6 7 8 9 10 FAILED
ITEM
1 10 10 10 7 7 4 2 1 0 0 51
2 10 14 14 12 17 12 5 1 0 0 85
3 10 14 11 11 7 6 3 0 0 0 62
4 1 1 0 1 0 0 0 0 0 0 3
5 10 8 9 6 6 3 1 1 0 0 44
6 10 14 14 15 21 21 12 6 2 1 116
7 10 14 11 13 19 22 8 5 0 1 103
8 10 14 8 8 12 7 1 0 1 0 61
9 10 14 14 14 20 18 11 4 0 1 106
10 10 14 14 14 19 20 9 9 1 2 112
11 9 10 4 4 5 2 0 0 0 0 34
No.in
Grp. 10 14 14 15 22 23 13 9 2 5 127
We begin our estimation of the difficulty of each item by calculating the odds of any subject failing an
item. Since the far right column above is the total number of subjects out of 127 that failed the items in each row,
the odds of failing an item are
no. failing
odds = ____________________ (11.20)
no. subjects - no. failing
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If we divided the numerator and denominator of the above ratio by the number of subjects we would obtain for any
item i, the odds
Pi
odds = ___________ (11.21)
1.0 - Pi
Next, we obtain the natural logarithm of the odds of failure for each item. The mean and variance of these log odds
are then obtained. Now we calculate the deviation of each item's log odds from the mean log odds of all items. To
obtain the PROX. estimate of the item difficulty we multiply the deviation log odds by a constant Y. The constant Y
is obtained by
1 + V / 2.89
Y2 = _____________ (11.22)
1 - UV / 8.35
where V is the variance of the log odds of items and

W is the variance of the log odds of abilities.
Clearly, we must first obtain the variance of log odds for abilities before we can complete our PROX.
estimates for items. To do this we must obtain the odds of subjects in each total score group obtaining their total
score out of the total number of possible items. For subjects in each total score group the odds are
No. items passed

odds = ____________________________ (11.23)
No. items - No. items passed
For example, for subjects that have a total score of 1, the odds of getting such a score are 1 / (11 - 1) = 1 / 10 = .1.
Note that if we divide the above numerator and denominator by the number of test items, the formula for the odds
may be expressed as
Pj
odds = _________
1 - Pj
We obtain the logarithm of the score odds for each subject, and like we did for items, obtain the mean and variance
of the log odds for all subjects. The variance of subject's log odds is denoted as U in the "expansion" factor Y
above. A similar expansion factor will be used to obtain Prox. estimates of ability and is calculated using
1 + U / 2.89
X2 = _______________ (11.24)
1 - UV / 8.35
The Prox. values for items is now obtained by multiplying the expansion factor Y (square root of the Y 2 value
above) times the deviation log odds for each item. The Prox. values for abilities is obtained by multiplying the
corresponding expansion value X times the log odds for each score group. The calculations are summarized below:
ITEM FAILED PASSED ODDS LOG ODDS DEVIATION PROX.
1 51 76 .67 -0.3989 -0.61 -0.87

2 85 42 2.02 0.7050 0.49 0.70
3 62 65 .95 -0.0473 -0.26 -0.37
4 3 124 .02 -3.7217 -3.93 -5.62
5 44 83 .53 -0.6347 -0.84 -1.20
6 116 11 10.55 2.3557 2.15 3.08
7 103 24 4.29 1.4567 1.25 1.79
379
8 61 66 0.92 -0.0788 -0.29 -0.41

9 106 21 5.05 1.6189 1.41 2.02
10 112 15 7.47 2.0104 1.80 2.58
11 34 93 .37 -1.0062 -1.22 -1.75
MEAN LOG ODDS DIFFICULTY = 0.21

VARIANCE LOG ODDS DIFFICULTY = 2.709
TOTAL
SCORE PASSED FAILED ODDS LOG ODDS PROX. ABILITY
1 1 10 .10 -2.30 -3.93

2 2 9 .22 -1.50 -2.56
3 3 8 .38 -0.98 -1.71
4 4 7 . -0.56 -0.94
5 5 6 .83 -0.18 -0.31
6 6 5 1.20 0.18 0.31
7 7 4 1.75 0.56 0.94
8 8 3 2.67 0.98 1.71
9 9 2 4.50 1.50 2.56
10 10 1 10.00 2.30 3.93
MEAN LOG ODDS ABILITY = -0.28

VARIANCE LOG ODDS ABILITY = 1.038
Y EXPANSION FACTOR = 1.4315

X EXPANSION FACTOR = 1.709
Theoretically, the number of subjects in total score group j that pass item i are estimates of the item
difficulty di and the ability bj of subjects as given by
bj - di = log[ pij / ( nj - pij ) ]
where pij is the proportion of subjects in score group j that pass item i and nj is the number of subjects in score
group j. The Prox. estimates of difficulty and ability may be improved to yield closer estimates to the pij values
through use of the Newton-Rhapson iterations of the maximum-likelihood fit to those observed values. This
solution is based on the theory that
(bj - di)
e
pij = _______________ (11.25)
(bj - di)
1+e
It is possible, using this procedure, that values do not converge to a solution. The Rasch program included in the
statistics package will complete a maximum of 25 iterations before stopping if the solution does not converge by
that time.
If the Rasch model fits the data observed for a given item, the success and failure of each score group on an
item should be adequately reproduced using the estimated parameters of the model. A chi-squared statistic may be
obtained for each item by summing, across the score groups, the sum of two products: the odds of success times the
number of failures and the odds of failure times the number of successes. This chi-squared value has degrees of
freedom N - n where N is the total number of subjects and k is the total number of score groups. It should be noted
that subjects with scores of 0 or all items correct are eliminated from the analysis since log odds cannot be obtained
for these score groups. In addition, items which are failed or passed by all subjects cannot be scaled and are
eliminated from the analysis.
380
Measuring Attitudes, Values, Beliefs
The evaluator of training workshops is often as interested in how participants “feel” about their training as
well as how much they have learned and retained. The testing theory presented above dealt primarily with the
measure of knowledge and gave the methods for defining and testing the reliability and validity of those measures.
In a similar manner, we may be interested in developing and administering instruments to measure such things as:
(a) attitudes toward management
(b) attitudes toward training experiences
(c) attitudes toward protected classes (women, minorities)
(d) attitudes toward alternative work arrangements
(e) attitudes toward safety codes and/or practices
(f) attitudes toward personnel in other departments
It is generally recognized that the way people feel about each other, their work environment and their work
characteristics are important to their productivity and longevity on the job. This section is devoted to helping the
evaluator construct instruments to measure such attitudes.
Methods for Measuring Attitudes
Most of you have completed at least one questionnaire of the following type:
-----------------------------------------------------------------------------------------------------
THESIS RESEARCH
SURVEY
DIRECTIONS:
Listed below are ten statements about thesis research. Please indicate whether you agree or disagree with
each statement. Circle the A if you tend to agree with the statement or circle the D if you tend to disagree with the
statement. Do not spend too much time thinking about each statement. Use your first impression. GO AHEAD!
AD 1. The research one does for his or her thesis may determine the line of
research they pursue the rest of their life.
AD 2. The only reason theses are required is because the current faculty
had to do one in order to graduate.
AD 3. Most theses make little contribution to the body of knowledge in a

discipline.
AD 4. A thesis can demonstrate your ability to be creative and thorough in

conducting a research project.
AD 5. Unless you almost have a major in statistics, its very difficult to complete a
useful thesis.
AD 6. Reading a thesis is right up there with reading a telephone book for

pleasure.
AD 7. Certain fields like clinical psychology, business and technology where the
graduate is not going to be a college professor should not require a
thesis.
AD 8. Ten years after completing their degree, most students are ashamed of
381
their thesis.
AD 9. The whole master’s program is aimed at preparing the student to use

research; the thesis is simply evidence of having achieved that goal.
AD 10. Many theses have had profound effect on subsequent research and
products.
------------------------------------------------------------------------------------------------------
The question asked of you is this: “How do you score the responses given by an individual to this type of
instrument?” Do you simply add the “agrees” to get a total score? What if some of the statements the subject agrees
with are negative statements? Do you “reverse” the scoring for those items? How do you know which items are
negative? Would a group of judges have the same opinion as yours as to which are positive or negative items?
Clearly, when measuring an attitude, there is no actual “correct” or “incorrect” response! In order to
“score” an attitude instrument as that shown above, we must first establish the degree to which each item expresses
an attitude that is favorable or unfavorable toward the “object” or topic for which the items are written. Some items
when agreed with may give evidence of a very strong attitude toward the positive or the negative end of a
continuum. If we can establish a scale value for each item that indicates the degree of “positiveness” toward the
object, we can then use those scale values to score the responses of a subject. One of the ways of doing this is to use
a group of “judges” to establish those scale values. The following illustrates an instrument used to garner the
opinion of judges about the “positiveness” of the items in the previous instrument:
THESIS RESEARCH ATTITUDE INSTRUMENT

JUDGE EVALUATION FORM
DIRECTIONS:
You are being asked to determine the positiveness or negativeness each of the following items. To do this,
you will rate each item on a scale ranging from 1 to 7 where 1 indicates highly negative to 7 which indicates highly
positive. In order to have a common “frame of reference” for each item, assume that a graduate student has agreed
with the statement, then rate how positive or negative that student is toward dissertation research. As an example,
use the following item:
AD Most theses in Education are irrelevant surveys of little importance.
Assuming the student has marked AGREE (the underlined A) with the statement, how positive or negative do you
think he (or she) is? Make a mark on the scale below to indicate your answer.
Highly Neither Positive Highly

Negative Or Negative Positive
____1____|____2____|____3____|____4____|____5____|____6____|____7____
PLEASE BEGIN!
1. The research one does for his or her thesis may determine the line of
research they pursue the rest of their life.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
2. The only reason theses are required is because the current faculty had
to do one in order to graduate.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
3. Most theses make little contribution to the body of knowledge in a

discipline.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
4. A thesis can demonstrate your ability to be creative and thorough in

382
conducting a research project.

____1____|____2____|____3____|____4____|____5____|____6____|____7____
5. Unless you almost have a major in statistics, its very difficult to complete a
useful thesis.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
6. Reading a thesis is right up there with reading a telephone book for

pleasure.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
7. Certain fields like clinical psychology, business and technology where the
graduate is not going to be a college professor should not require a thesis.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
8. Ten years after completing their doctorate, most students are ashamed of
their thesis.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
9. The whole doctorate program is aimed at preparing the student for research;
the thesis is simply evidence of having achieved that goal.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
10. Many theses have had profound effect on subsequent research and
products.
____1____|____2____|____3____|____4____|____5____|____6____|____7____
By analyzing the responses of a group of judges, the median or mean rating of those judges can be used to determine
a scoring weight for each item that can be used in scoring the subjects for whom we wish to obtain an estimate of
their attitude. One of the methods often used to analyze these judge’s ratings is called the method of successive
intervals (see Edwards, 1951). A computer program on you statistics disk permits you to analyze such responses.
Consult the program manual for directions on its use.
Affective Measurement Theory
Most classroom teachers first learn to develop tests of achievement over the content which they are
engaged to teach. These tests fall in what is known as the Cognitive Domain of testing. Two additional areas of
testing are, however, often just as important. These areas are the Psychomotor Domain and the Affective Domain.
The Psychomotor Domain includes testing of fine and gross motor coordination, strength and accuracy. The
affective domain includes the measurement of attitudes, values and opinions of subjects. Typically, we are
interested in measuring an attitude on one major "latent" variable such as an attitude toward school, an attitude
toward minorities, an attitude toward some political issue, etc. In such cases, all of the items of the instrument used
to measure this attitude are related, in some manner, to the major latent variable. In the following discussion, we
will make this assumption of unidimensionality, that is, that all items are directly related to the same, underlying
construct.
Thurstone Paired Comparison Scaling
A variety of item types have been developed to measure attitudes and values. Two major forms are used
most commonly: (a) the agree/disagree format and (b) the "Likert" scale type involving a degree of agreement or
disagreement, usually on a five or more point scale. In the case of agree/disagree statements, the subject is simply
asked to indicate whether they agree or disagree to each statement listed. The statements are written to represent
both positive or negative attitudes toward the object of the measurement. For example, if we were measuring an
attitude toward "going to college" we might have the following statements:
383
1. College degrees are extremely important if your goal is to be a professional.

2. College graduates are snobish and have lost touch with humanity.
3. If you really want to make money, you can easily do so without going to college.
4. So many people are going to college, a college degree doesn't mean much any
more.
If, on the other hand, we were using the Likert form of the statements, we will tell each subject to mark how strongly
they agree (or disagree) with each statement using a scale such as
_____|_____|_____|_____|_____|_____|_____|_____|_____
Strongly Strongly
Disagree Agree
You can see by the nature of the items, that there is no "correct" or "incorrect" response to each statement.
Since we have no clear right or wrong answer, this poses a problem for "scoring" the responses of the instrument
and obtaining a measure of the subject's attitude. We could arbitrarily mark those items which we feel reflect a
positive attitude as a +1 if the subject "agreed" with the statement (or marked closer to the agree on a Likert scale),
and score 0 if they failed to agree to a positive item. For negatively stated items we could similarly score a subject
as 0 if they agreed with the negative item and score them a +1 if they disagreed with the negative item. The sum of
these individual item scores, like our cognitive tests, would be the measure of the subject's attitude. Unfortunately,
what you perceived as a "negative" or "positive" item may not be what I see for the same item! In fact, a group of
judges might vary considerably in how "negative" or "positive" they felt each statement was toward the attitude
object. Because of the ambiguity of attitude statements and because we desire to produce measurements for subjects
which fit at least an interval scale of measurement, a variety of methods have been developed to "scale" the items
used in affective instruments.
One of the first methods developed to determine the score values of items that subjects are asked to agree
or disagree with is known as the Thurstone Paired-Comparisons Scaling method. This method utilizes a group of
judges who are asked to compare each statement with every other statement and simply indicate which statement in
each pair is more favorable toward the object if a subject were to agree with each one. For example, item 1 and item
2 of the above examples would be compared. If a judge felt that agreeing with item 1 indicated more favorableness
toward going to college than agreeing with item 2, he would indicate item 1 is more favorable. By employing a
reasonably large (say N > 20) number of judges, an average of the number of times judges selected each item over
another can be obtained. If we assume these judgments by the judges are normally distributed around the "stimulus
value" of each item, that is, the degree of favorableness of the items, we can obtain an estimate of the stimulus value
for each item.
Let's consider an example of directions for the above 4 items that might be given to 30 judges:
DIRECTIONS: Listed above are four statements which reflect

varying degrees of positiveness toward attending college.
Please indicate to the left of each pair of statements,
which item you feel reflects a more positive attitude toward
attending college.
_____ A. Item 1 B. Item 2
Following administration of the above to 30 judges, we might obtain the following matrix. The number in the cells
of this matrix reflect the number of judges which felt the item listed at the top was MORE favorable than the item
listed to the left.
Judgement Matrix
384
ITEM 1 2 3 4
1 10 1 3 7
2 19 10 18 16
3 17 2 10 13
4 13 4 7 10
Notice in the above matrix that the diagonal values represent a comparison of a single item with itself. Since such
comparisons are not actually made, we assume that one half of the time the item would be judged more positive and
one half the time less positive. Also note that the values below the diagonal are the number of judges in the sample
minus the value for the corresponding items above the diagonal.
To obtain the "scale value" of each item, we next convert the numbers of the above matrix first to the
proportion of total judges and then we convert the proportions to z scores under the unit normal distribution. The
matrices corresponding to the above example would be:
Proportion of Judgements
ITEM 1 2 3 4
1 .50 .05 .15 .35
2 .95 .50 .90 .80
3 .85 .10 .50 .15
4 .65 .20 .85 .50
z Scores for Proportions of Normal Curve
ITEM 1 2 3 4
1 0.00 -1.65 -1.04 -0.39
2 1.65 0.00 1.28 0.84
3 1.04 -1.28 0.00 -1.04
4 .39 - .84 1.04 0.00
Sum 3.08 -3.77 1.28 - .59
Average .77 - .94 .32 - .15
Scale 1.71 0.00 1.26 .79

Value
The last three rows above are simply the column sums, the column average, and the average plus the
absolute value of the smallest column average. Since we are constructing a psychological scale, the mean and
standard deviation of the scale values is arbitrary. We simply desire to build estimates of the intervals among the
stimuli (items). The last row is labeled Scale Value. It reflects the average difference of the distance of each item
from the other items on our psychological scale. The item (number 2) with the lowest scale value is the one which is
"most negative" toward attending college. The item (number 1) with the largest value is the one most positive
toward attending college. The scale values reflect the discriminations of the judges, NOT their attitudes. We simply
used the judges to acquire "weights" for each item that reflect the degree of positivism or negativism of each item!
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Now that we have these scale values however, we can use them to actually measure the attitude of subjects toward
attending college. To do this, our subjects would receive instructions something like
Directions: Each statement below reflects an attitude

about college. You are to circle the A if
you agree with the statement or circle the D
if you disagree with the statement.
Go ahead.
A D 1. College degrees are extremely important

if your goal is to be a professional.
A D 2. College graduates are snobish and have
lost touch with humanity.
A D 3. etc.
Once a subject has indicated agreement or disagreement with the items, the subject's total score is
calculated by simply averaging the scale value of those items with which they agreed. The Paired-Comparisons
procedure described above makes several assumptions. First, it assumes that the judges discriminations among the
items are normally distributed. Secondly, it assumes that the variance of those discriminations are equal. Third, it
assumes that the items all measure, to varying degrees, the same underlying attitude. Fourth, it assumes that the
correlation among the judges discriminations for item pairs are all equal. Fifth, it assumes the mean and standard
deviation of the scale values are arbitrary and the scale reflects only distances among items, not absolute amounts of
an attitude.
You have probably already noticed that if you have very many items, the number of item pairs that judges
are required to judge becomes large. The number of unique pairs is obtained by k(k-1)/2 where k is the number of
items. For example, if you constructed 20 statements, the judges would have to make 20(19)/2 = 190
discriminations! Obviously you will try the patience of judges if your instrument is very long. A more convenient
method of estimating item scale values is described in the next section.
Incidentally, if an item is judged to be higher than all other items by all judges or lower than all items by all
judges, you would end up with a proportion of 1.0 or 0.0. The z scores corresponding to those proportions is plus or
minus infinity and therefore could not be used to obtain an average. Such items may simply be eliminated or the
obtained proportions changed to something like .99 or .01 as estimates of "what they might have been" if you had a
much larger sample of judges.
Successive Interval Scaling Procedures
The Paired-Comparisons procedure described in the last section places great demands on judges if the
number of items in an affective instrument is large. Yet we know that instruments with more items tend to give a
more reliable estimate of an individual's attitude. The Successive Intervals scaling procedure provides a means of
obtaining judges discriminations for k items in k judgments. The resulting scale values of items judged by both the
Paired-Comparisons and Successive intervals methods correlate quite highly.
In the successive intervals scaling method, judges are asked to categorize statements on a continuum of an
attribute like favorable-unfavorable. Typically five to nine categories are used, always using an odd number of
categories. Utilizing the example from the previous section in which we are scaling items for measuring subjects
attitudes toward attending college, a sample instruction to judges might look like the following:
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Directions: Each item below reflects some degree of

favorableness or unfavorableness toward attending
college. Indicate the degree of favorableness in
each item by making a check in one of the seven
categories ranging from highly unfavorable to
highly favorable.
1. College degrees are extremely important if your

goal is to be a professional.
|_____|_____|_____|_____|_____|_____|_____|
Highly Highly
Unfavorable Favorable
2. College graduates are snobbish and have lost

touch with humanity.
|_____|_____|_____|_____|_____|_____|_____|
Highly Highly
Unfavorable Favorable
3. etc.
If we assume again that we have a reasonably large sample of judges evaluating each item of our
instrument, and we assume that the classifications of items on the continuous scale tend to be normally distributed,
we employ computations similar to the Paired-Comparison method for estimating scale values. For our example
above, we might obtain, for the group of judges, the following classifications:
Frequency of Item Classifications
Category: 1 2 3 4 5 6 7
Item
1 0 1 1 3 8 6 1
2 2 7 6 4 1 0 0
3 1 3 6 6 3 1 0
4 1 5 9 4 1 0 0
To obtain scale values by the method of successive intervals, we next obtain the cumulative frequencies
within each item, convert those to cumulative proportions, and then convert the cumulative proportions to z scores.
For example:
Cumulative Frequencies and Proportions
Category 1 2 3 4 5 6 7
Item:
1 cf 0 1 2 5 13 19 20
cp 0 .05 .10 .25 .65 .95 1.0
2 cf 2 9 15 19 20 20 20
cp .10 .45 .75 .95 1.0 1.0 1.0
3 cf 1 4 10 16 19 20 20
cp .05 .20 .50 .80 .95 1.0 1.0
4 cf 1 6 15 19 20 20 20
cp .05 .30 .75 .95 1.0 1.0 1.0
z Score Equivalents to Cumulative Proportions
Category 1 2 3 4 5 6 7
Item
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1 - -1.65 -1.28 -0.67 0.38 1.65 -

2 -1.28 - .13 .68 1.65 - - -
3 -1.65 - .85 .00 .85 1.65 - -
4 -1.65 - .52 .68 1.65 - - -
Differences Between Adjacent Categories
Difference 2-1 3-2 4-3 5-4 6-5 7-6

Item:
1 .37 .61 1.05 1.27
2 1.15 .81 .97
3 .80 .85 .85 .80
4 1.13 1.20 .97
Sum 3.08 3.23 3.40 1.85 1.27

N 3 4 4 2 1
Mean 1.03 .81 .85 .93 1.27
Cum. Avg. 1.03 1.84 2.69 3.62 4.89
Scale values for the items which have been judged and analyzed by the method of successive intervals is
obtained using the formula for the median of an interval, that is:
(.5 - ΣPb) _
Scale Value = LL + ----------- W (11.26)
Pw
where LL is the lower limit of the interval,

Pb is the Probability below the interval,
Pw is the Probability in the interval,
_
and W is the average interval width.
The scale value of items is the median value of the item on the scale defined by the cumulative average of
the mean z score differences between categories. The scale values for the example above are therefore obtained as
follows:
Scale value for item 1:
1. First, find the category in which the cumulative proportion is just less than .50, that is, that category just below the
category in which the cumulative proportion is .5 or greater. For item 1 this is the category 4 (cumulative proportion
= .25.
2. Next, obtain the cumulative average scale value for the category difference of the category just identified and the
one below it. In this case, the cumulative average for the difference 4-3 which is 2.69. This represents the lower
limit of the category in which the scale value for item 1 exists.
3. The value of Pb is the cumulative proportion up through the category identified in step (1) above, that is, .25 in our
example.
4. The Pw is the proportion within the interval in which the median is found. In our example, it is the proportion
obtained by subtracting the proportion up to category 5 from the proportion in category 5, that is, .65 - .25 = .40 .
5. Obtain the width of the interval next. This is the average z score differences in the interval in which the median is
found. In this case the interval difference 5-4 has an average width of 0.93.
6. Substitute the values obtained in steps (1) - (5) in the equation to obtain the item scale value. For item 1 we have
(.50 - .25)
S1 = 2.69 + ------------- 0.93 = 3.2700
(.65 - .25)
In a similar manner, the scale values for items 2 through 4 are:
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(.50 - .45)
S2 = 1.03 + ------------ 0.81 = 1.1650
(.75 - .45)
(.50 - .20)
S3 = 1.03 + ------------ 0.81 = 1.8343
(.50 - .20)
(.50 - .30)
S4 = 1.03 + ------------ 0.81 = 1.3900
(.75 - .30)
Several points should be made concerning the above computations. First note that the initial seven
categories that were used represent midpoints of intervals. The number of judges placing an item within each
category are assumed to be distributed uniformly accross the interval represented by the midpoint (category
number). The calculation which involves subtracting the z scores in one category from those in the next higher
category, and then averaging those values, establishes the distance between the midpoints of our original categories.
In other words, there is no assumption of equal widths - we in fact estimate the interval widths. Once the interval
widths are estimated, the accumulation of those widths describes the total scale of our measurements. You will have
noticed that if the total number of categories is originally k (7 in our example), there will be k-2 differences obtained
for adjacent categories. We have no way of estimating the width of the first and last category since there are no
values below or above them. We can see this if we draw a schematic of the scale:
Midpoints
1 2 3 4 5 6 7
_____|_______|_______|_______|_______|_______|_______|_____
|_______|_______|_______|_______|_______|
a b c d e
Intervals
We can illustrate where each item lies on the obtained scale by "plotting" the scale value of each item:
Item: 3 2 4 1
|_______|_______|_______|_______|_______|
0.0 1.0 2.0 3.0 4.0 5.0
We can see that item 1 was judged more positive than the other three items and lies considerably further
from the other items. Items 2,3 and 4 are more similar in scale value with item 3 being judged the most negative of
the four items.
Once the scale values of items are known, the same practice as employed in Paired-Comparisons
methodology is used to obtain measures of individuals. The statements are presented to the subjects and the scale
values of those items to which the subject agrees is averaged. The obtained average reflects the attitude of the
subject.
Guttman Scalogram Analysis
If the items used to measure an attitude are all reflective of the same underlying attitude but to varying
amounts, then subjects that vary on that attitude should agree or disagree to the items in a specific patterm. As an
example, assume we have 5 items which measure the degree of positivism toward maintaining U.S. troops in a base
in Japan. Now assume that these items are ranked in the order to which they evoke an "agree" response by six
people that vary in their attitude toward maintaining the troops in Japan. If there is consistency of measurement, and
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we assign a "1" if a subject "agrees" and "0" if the subject "disagrees" with an item, we would expect that the
following matrix of observations might be recorded:
Rank of Item on the Attitude

1 2 3 4 5 Score Rank
Subject
1 1 1 1 1 1 5 1
2 0 1 1 1 1 4 2
3 0 0 1 1 1 3 3
4 0 0 0 1 1 2 4
5 0 0 0 0 1 1 5
6 0 0 0 0 0 0 6
In our example, subject 1 has agreed with all five statements and subject 6 has disagreed with all items. Note the
items have been arranged in order from most negative toward maintaining troops to most positive toward retaining
troops in Japan. In addition, the subjects have been arranged from the subject with the most positive attitude down
to the subject with the least positive (most negative) attitude. The matrix of the responses reflects perfect agreement
or order of the responses. In "real" life, we seldom get such a perfect pattern of responses. A more typical response
pattern might look more like:
Items Ordered by Total "Agree" Responses

1 2 3 4 5
Response 1 0 1 0 1 0 1 0 1 0 Score
Subject
1 x x x x x 5
2 x x x x x 4
3 x x x x x 4
4 x x x x x 3
5 x x x x x 2
6 x x x x x 2
7 x x x x x 1
8 x x x x 1
9 x x x x x 0
10 x x x x x 0
sums 2 8 3 7 4 6 6 4 7 3
Proportion .2 .8 .3 .7 .4 .6 .6 .4 .7 .3
In this sample of ten subjects, we have several subjects with the same total score as another subject but a different
pattern of "agree" or "disagree" to the statements. There is not perfect agreement among the items in differentiating
the attitudes of the subjects! Note that we have recorded the response of each subject in one of two columns beneath
each item. The sum or proportion of the "agree" or 1 responses is totaled accross subjects to identify the order of the
"positivism" of the item. Item 5 is the item which received the greatest number of "agree" responses while item 1
received the fewest.
If we have "perfect" reproducibility in an instrument of k items, we would be able to perfectly reproduce

the individual item responses of an individual given their total score (number of items to which they agree). If their
is inconsistency of measurement, we can only estimate the likely response to each item. In order to make such
estimates, it is necessary to identify a "cutting" point for each item which identifies that point where the pattern of
agree/disagree responses most likely changes. This point is one where the number of errors is a minimum. An error
is counted whenever a subject below the cutting score agrees with a statement or whenever a subject above the
cutting point disagrees with the statement. For the above table, we have inserted the cutting scores which give the
minimum error counts:

1 2 3 4 5
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Response 1 0 1 0 1 0 1 0 1 0 Score
Subject
1 x x x x x 5
2 x x x x x 4
3 x__ x x__ x x 4
4 x x__ x x x 3
5 x x x x__ x 2
6 x x x x x 2
7 x x x x x__ 1
8 x x x x x 1
9 x x x x x 0
10 x x x x x 0
sums 2 8 3 7 4 6 6 4 7 3
Proportion .2 .8 .3 .7 .4 .6 .6 .4 .7 .3
Errors 0 1 0 1 1 0 1 0 0 0 Σe=4
There are actually several choices for cutting scores on each item which minimize the sum of the errors. L. Guttman
(see Edwards, p. 182) has developed a coefficient which expresses the degree of reproducibility of a set of items. It
is obtained as one minus the proportion of errors in the total number of responses. For the above data, we would
obtain the coefficient of reproducibility as
Rep = 1.0 - 4/50 = 0.92
Because the cutting scores in the above matrix may be made at several points, the response pattern expected of a
subject with a given total score might vary from solution to solution. In order to obtain a method of setting cutting
scores that is always the same and thus yields a means of accurately predicting a response pattern, Edwards
(Edwards, pgs. 184-188) developed another method for obtaining cutting scores. This method is illustrated for the
same data in the Fig. below:

1 2 3 4 5
Response 1 0 1 0 1 0 1 0 1 0 Score
Subject
1 x x x x x 5
2 x x x x x 4
-------------------------------------
3 x x x x x 4
-------------------------------------
4 x x x x x 3
-------------------------------------
5 x x x x x 2
6 x x x x x 2
-------------------------------------
7 x x x x x 1
-------------------------------------
8 x x x x x 1
9 x x x x x 0
10 x x x x x 0
sums 2 8 3 7 4 6 6 4 7 3
Proportion .2 .8 .3 .7 .4 .6 .6 .4 .7 .3
In the above display of our sample data, we have used the proportion of 1 responses (agree) to draw our
cutting points. For example, in item 1, 20 percent of the subjects agreed with the item. The cutting score was then
drawn below 20 percent of all the responses (both agree and disagree). This procedure was used for each item.
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Errors are then counted whenever a response disagrees with the pattern expected. For example, both subjects 1 and
2 are expected to have a pattern of responses 1 1 1 1 1 but subject 2 has 0 1 1 1 1 as a pattern. One response
disagreed with the expected so the error count is 1 for subject 2. Subject three is expected to have a response pattern
of 0 1 1 1 1 but in fact has a response pattern of 1 0 1 1 1 . Since there are two items that disagree with the expect
pattern, the error count for subject 3 is 2. A similar procedure is followed for each subject. The expected pattern for
each total score is shown below along with the number of errors counted for subjects with those total scores:
Total Score Expected Pattern Subject No. of Errors
5 1 1 1 1 1 1 0
4 0 1 1 1 1 2 0
3 2
3 0 0 1 1 1 4 2
2 0 0 0 1 1 5 0
6 2
1 0 0 0 0 1 7 0
8 2
0 0 0 0 0 0 9 0
10 0
Σe = 8
Rep = 1.0 - ( 8 / 50) = 0.84
This computation of the coefficient of reproducibility is a measure of the degree of accuracy with which
statement responses can be reproduced on the basis of the total score alone! It is this latter method with is used in
the program GUTTMAN found in the LazStats program. The proportion of subjects agreeing or disagreeing with
each item affects the degree of reproducibility. If very large or very small numbers of subjects agree to an item, the
reproducibility is increased. The minimal coefficient of reproducibility may be obtained by the larger of the two
values (a) proportion agreeing or (b) proportion disagreeing with a statement and dividing by the number of items.
In our example these values are .8, .7, .6, .6 and .7. The minimal marginal reproducibility is therefore
.8 + .7 + .6 + .6 + .7
----------------------- = 0.68
6
The response pattern corresponding to this model response pattern is 0 0 0 1 1 . If we were to predict each subjects
responses with this pattern and count errors, the coefficient of reproducibility would be .68! The Guttman
Coefficient of reproducibility may be thought of as an index somewhat comparable to the reliability coefficient. A
value of one would indicate a set of items that are fully consistent in measuring differences among subjects.
In the methods of paired comparison and successive intervals, we utilized a group of judges to estimate
scale values for items. These scale values were then used to obtain the scores for subjects administered the
statements. With the Guttman scaling method, we do not use judges but simply the responses of the subjects
themselves as a basis for determining their attitude scores. We simply assign 1 to the item with which they agree
and 0 to those with which they disagree. If the instrument has a high coefficient of reproducibility, then the total of
the subject response codes, i.e. their total score, should be directly interpretable as a measure of their attitude. The
subject's total score may be divided by the number of items to obtain the proportion of items to which the subject
agreed. It is assumed that all items reflect a varying degree of positivism to the attitude object (e.g. troops in Japan)
and therefore the subject's total score based on those items also reflects the subject's attitude. The scale value of
each item is the cutting score for that item. In the above example, we may place the items on the scale as follows:
Item 1 2 3 4 7
|_______|_______|_______|_______|_______|
0 .2 .4 .6 .8 1.0
Proportion of "Agree" Items
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The items to which few subjects "agree" is a more negative item than the item to which a larger number of subjects
agree. The proportion of items an individual subject agrees with is an indication of the subjects positivism toward
the attitude object.
Likert Scaling
Also called the method of Summated Ratings, the Likert scaling method, like the Guttman method above,
does not use judges to determine the scale value of items. Subjects are directly measured on each statement by
indicating their degree of agreement, usually using a five-point scale. The statements administered are statements
judged only by the person constructing the items as either a "favorable" or "unfavorable" item. If a five point scale
is used such as
|_______|_______|_______|_______|_______|
Strongly Strongly
Disagree Agree
the lowest category is assigned a value of 0, the next category a 1, etc. up to the last category which would be
assigned the value 4. If the item is an "unfavorable" item toward the attitude object, the category scores are
reversed, that is, the first category assigned 4, the next 3, etc. To obtain a subject's score, one simply adds the values
of the categories checked by the subject. Normal item analysis procedures may be used to eliminate items which do
not measure the attitude consistent with other items. The point-biserial correlation of the item with the total score is
the typical criterion used. If the item correlates quite low with the total score, the item should be eliminated.
It is important to note that the scores obtained by the Likert method cannot be interpreted without reference
to a comparison group. Since the item scale values are not obtained, and the distances among the items is therefore
unknown, the total scores are only meaningful in reference to a comparison group. For example, say that a scale of
20 items is administered to a subject and the subject's score is 5. This score cannot be directly interpreted. It may
be that in one group of subjects this is a highly positive score while in another group, a very low score. We cannot
say the score of 5, by itself, reflects a positive or negative attitude toward the object. It has been found in previous
research that scores obtained on a Likert scale correlate quite high with the same items scaled and scored by the
Thurstone method. If the interest of the researcher is to use the attitude measures to describe its relationship with
some other variables through correlation methods, then the Likert method is cost-effective. If, on the other hand, the
researcher desires to interpret individual attitudes as being positive or negative toward some object, then a method
such as the paired-comparison or successive interval scaling method should be employed.
Semantic Differential Scales
Osgood, et al (1971) developed a measure of the "meaning" attached, through a theorized learning model,
to a variety of stimuli including both physical objects as well as "ideas" or concepts. Their measure is based, briefly,
on the notion that certain words have become associated with subject's responses to objects through conditioning
and generalization of conditioning. They observed that in many situatations, people, for example, might use words
such as heavy, dark, gloomy to describe some classical music while words such as bright, up, shiny, happy might
describe other music. These words which are also used to describe many objects appear to have general utility for
subjects in describing their "feelings" about an object. Osgood and his colleagues utilized factor analysis
procedures to identify subsets of items which appear to measure different dimensions of meaning. Their goal was to
identify a set of bipolar adjectives which describes the "semantic space" of given objects. This space is described by
orthogonal axis of the bipolar adjectives. The objects lie within this space at varying distance from the origin
(intensity) and in specific directions (description). Three major dimensions of the semantic space are typically used.
These are (I) Evaluation, (II) Activity, and (III) Potency.
The semantic differential scale is constructed of those bipolar adjectives (e.g. hot - cold) which are
demonstrated to differentiate the meaning attached by individuals to a given object (e.g. school attendance). Thus
the first problem in constructing a semantic differential scale is the selection of bipolar adjective pairs that measure
predominantly one dimension of the semantic space and differentiate among individuals that vary in intensity of
feeling on that dimension. Once the adjectives have been identified and their discriminating potential demonstrated,
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the selected items are utilized to measure the feelings (attitudes or values) that individual subjects attach to the
object.
Typical instructions to subjects are as follows:
Directions: This instrument is designed to measure the

meaning of certain things by having people judge them with a
series of scales using word opposites. Make your judgments
on the basis of what these things mean to YOU. Below you
will see the thing to be judged in the center of the page.
You are to rate this object on each of the scales below the
object. Here is how you use the scales:
If you feel the object in the center is very closely related

to one end of the scale, you should place your check-mark as
follows:
fair__X__|_____|_____|_____|_____|_____|_____unfair
or
fair_____|_____|_____|_____|_____|_____|__X__unfair
If you feel the concept is quite closely related to one or

the other end of the scale (but not extremely), you should
place your check-mark as follows:
strong_____|__X__|_____|_____|_____|_____|_____weak
or
strong_____|_____|_____|_____|_____|__X__|_____weak
If the object seems only slightly related to one side as

opposed to the other side (but is really not neutral), then
you should check as follows:
active_____|_____|__X__|_____|_____|_____|_____passive
or
active_____|_____|_____|_____|__X__|_____|_____passive
If you consider the concept to be neutral on the scale, both

sides equally associated with the object, or if the scale is
completely irrelevant, unrelated to the concept, then you
should place your check-mark in the middle space:
safe_____|_____|_____|__X__|_____|_____|_____dangerous
GO AHEAD!
SCHOOL
1. good _____|_____|_____|_____|_____|_____|_____ bad
2. kind _____|_____|_____|_____|_____|_____|_____ cruel
3. high _____|_____|_____|_____|_____|_____|_____ low

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4. hard _____|_____|_____|_____|_____|_____|_____ soft
5. heavy_____|_____|_____|_____|_____|_____|_____ light
6. sane _____|_____|_____|_____|_____|_____|_____ insane
7. near _____|_____|_____|_____|_____|_____|_____ far
8. etc.
Typically, 3 or more items are selected from those items which "load" heaviest on each of the factors or
dimensions of the semantic space which the researcher wishes to measure. More items from a given dimension
yields a more reliable estimate of that dimension. Note that if items from more than one factor are used, a profile of
scores may be obtained for each individual. The user of the semantic differential scales may choose, of course, to
measure on only one dimension. Items may also be included that are not previously known to load on a particular
dimension but are felt by the test constructor to be relevant for measureing the meaning or attitude toward a given
object. Later analyses may then be performed to determine the extent to which these other items load on the
dimensions of the semantic space.
While it is assumed that the scales (items) of the semantic differential scales are equal interval scales, this
assumption may be checked by using the successive interval scaling program to estimate the interval widths of the
individual items. Dimension scores for individuals are usually computed by simply summing or averaging the scale
values of each item where the scale values are -3, -2, -1, 0, +1, +2 and +3 corresponding to the seven categories
used. Notice that the values may need to be reversed if the "negative" synonym is listed first and the "positive"
listed last.
Behavior Checklists
The industrial technology evaluator will sometimes utilize a behavior checklist form to record observations
regarding work habits, verbal interactions, or events considered important to a given study. In industrial training
situations, the evaluator may record such details as the number of steps taken during a given operation, the
frequency of lifting objects from below waist level, the number of manual adjustments to equipment, etc. related to
the training. Time and motion studies may provide valuable information for reducing fatigue and injury, reducing
operating times for processes, and suggest alternative methods of operation. In evaluating trainer performance, a
behavior checklist may “zero in” on specific behaviors potentially detracting from the effectiveness of the instructor
as well as identifying those important to retain and reinforce.
As an example of a behavioral checklist, consider the following set of “items” by which trainees record
their observations about behaviors of a trainer:
---------------------------------------------------------------------------------------------------------------------------------
Behavior of the Trainer
Directions: Each item below describes a behavior that you might have observed during the training session. For
each item indicate whether or not the behavior occurred and indicate how you felt about the behavior. Express your
feeling about the behavior by checking one of the numbers between 1 and 5 where 1 indicates “Highly undesirable”,
2 indicates slightly undesirable, 3 indicates neither desirable or undesirable, 4 indicates somewhat desirable and 5
indicates “Definitely desirable”.
ITEM
OBSERVED? FEELING
(Y OR N) 1 2 3 4 5
1. Embarrassed a trainee. ____________ __ __ __ __ __
2. Arrived late for a session. ____________ __ __ __ __ __
3. Showed enthusiasm for the subject. ____________ __ __ __ __ __
4. Showed a good sense of humor. ____________ __ __ __ __ __
5. Showed sensitivity to the learner. ____________ __ __ __ __ __
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6. Got off the subject. ____________ __ __ __ __ __

7. Talked over my head. ____________ __ __ __ __ __
8. Reviewed what we had learned. ____________ __ __ __ __ __
9. Handed out helpful reading material. ____________ __ __ __ __ __
10. Used inappropriate English. ____________ __ __ __ __ __
To “score” the above type of data, the evaluator may multiply the value of the “feeling” scale checked by one (1) if
the observer marked “y” to observing it or zero (0) if not observed. The higher the score, the “better” the trainer
behaved in the view of the trainees.
Codifying Personal Interactions
In some situations, it is necessary to evaluate the content of interpersonal communications. For example, to
create a work environment free of discrimination, the conversations among employees may be coded for words,
phrases, sentences, gestures, or behaviors which may be construed as sexist, discriminatory or derogatory to other
individuals. Unfortunately, one cannot always sit and take notes while others are conversing. Use of tape recording
without the permission of those recorded is also inappropriate. Often the best one can do is to take note of a part of
a conversation overheard, record one’s observations as soon as possible afterwards, and then, if possible, verify what
was heard with one or more persons that may also have heard the conversation. Clearly, this is an emotionally laden
and sensitive area! One must use extremely good judgment. Rather than recording specific “offenders” names, for
example, one may use code letters or numbers to represent individuals. One may also encode words, gestures, etc.
within categories. Let’s consider an example where a female employee has complained of sexual harassment in a
business which employs primarily men and very few women in packaging meat for retail store distribution. A
consultant is hired to evaluate the work place for evidence of a problem with sexual harassment. The evaluator first
does a “walk-through” to garner any graphical evidence of harassment such as :
g1 = sexually explicit graffiti or pictures in view in restrooms

g2 = written material making explicit sexual innuendoes regarding an employee
Next, the evaluator may draw a random sample of employees and formally interview them, giving full assurance of
confidentiality. The evaluator may code each employees responses as E1, E2, etc. and, using a pre-defined schedule
of questions, code the responses to each question as + or - to indicate statements made that verify or negate the
presence of harassment. Again, the coding for the questions and their responses might be:
E1(1) +; E1(2) -; E1(3)-; E1(4)+

E2(1)-; E2(2)+; E2(3)+; E2(4)-
etc.
The evaluator may specifically interview the females in the work-setting (recognizing that sexual
harassment can be evidenced by either gender, but more likely reported by females). This type of interview is again,
very sensitive. An individual often must show great courage to even raise the complaint of harassment and may fear
reprisal from coworkers or employer. The evaluator must be particularly well versed in the separation of
perceptions of harassment from evidence of harassment. Again, coding of responses to questions or volunteered
information may be useful for assuring confidentiality and brevity in data collection. Something like the previous
coding might be used:
C1(1)V+; C1(2)P-; etc. where C1 is the first complainant, V is evidence, P is a perception and + or - is
content within the definition of harassment or not in the definition of harassment.
Once such data is collected and summarized, the evaluator must still attach weight to each type of evidence
or perception. Typically, “hard” evidence such as graffiti, derogatory written comments, verified derogatory
conversations, etc. are given a higher value than perceptions or hearsay evidence. Notice that the evaluator is not in
the role of changing the work environment, filing complaints with the Equal Opportunity Commission or other
corrective decisions and actions. The evaluator in this example was likely asked to determine if harassment exists or
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perhaps the “degree” of harassment that may exist. The report completed may, of course, suggest alternative actions
appropriate to the evidence found and conclusions reached by the evaluator. It is the responsibility of the evaluators
employer to act on the evaluation results, not the evaluator.
Classical Test Item Analysis
Classical item analysis is used to estimate the reliability of test scores obtained from measures of subjects on some
attribute such as achievement, aptitude or intelligence. In classical test theory, the obtained score for an individual
on items is theorized to consist of a “true score” component and an “error score” component. Errors are typically
assumed to be normally distributed with a mean of zero over all the subjects measured.
Several methods are available to estimate the reliability of the measures and vary according to the assumptions made
about the scores. The Kuder-Richardson estimates are based on the product-moment correlation (or covariance)
among items of the observed test scores and those of a theoretical “parallel” test form. The Cronbach and Hoyt
estimates utilize a treatment by subjects analysis of variance design which yields identical results to the KR#20
method when item scores are dichotomous (0 and 1) values.
When you select the Classical Item Analysis procedure you will use the following dialogue box to specify how your
test is to be analyzed. If the test consists of multiple sub-tests, you may define a scale for each sub-test by
specifying those items belonging to each sub-test. The procedure will need to know how to determine the correct
and incorrect responses. If your data are already 0 and 1 scores, the most simple method is to simply include, as the
first record in your file, a case with 1’s for each item. If your data consists of values ranging, say, between 1 and 5
corresponding to alternative choices, you will either include a first case with the correct choice values or indicate
you wish to Prompt for Correct Responses (as numbers when values are numbers.) If items are to be assigned
different weights, you can assign those weights by selecting the “Assign Item Weights scoring option. The scored
item matrix will be printed if you elect it on the output options. Three different reliability methods are available.
You can select them all if you like.
Fig. 11.1 Classical Item Analysis Dialog

Shown below is a sample output obtained from the Classical Item Analysis procedure followed by an item
characteristic curve plot for one of the items. The file used was “itemdat.LAZ”.
TEST SCORING REPORT
PERSON ID NUMBER FIRST NAME LAST NAME TEST SCORE

1 Bill Miller 5.00
2 Barb Benton 4.00
3 Tom Richards 3.00
4 Keith Thomas 2.00
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5 Bob King 1.00

6 Rob Moreland 0.00
7 Sandy Landis 1.00
8 Vernil Moore 2.00
9 Dick Tyler 3.00
10 Harry Cook 4.00
11 Claude Rains 5.00
12 Clark Kent 3.00
13 Bill Clinton 3.00
14 George Bush 4.00
15 Tom Jefferson 4.00
16 Abe Lincoln 2.00
Alpha Reliability Estimate for Test = 0.6004 S.E. of Measurement = 0.920
Analysis of Variance for Hoyt Reliabilities
SOURCE D.F. SS MS F PROB

Subjects 15 6.35 0.42 2.50 0.01
Within 64 13.20 0.21
Items 4 3.05 0.76 4.51 0.00
Error 60 10.15 0.17
Total 79 19.55
Hoyt Unadjusted Test Rel. for scale TOTAL = 0.5128 S.E. of Measurement = 0.000
Hoyt Adjusted Test Rel. for scale TOTAL = 0.6004 S.E. of Measurement = 0.000
Hoyt Unadjusted Item Rel. for scale TOTAL = 0.1739 S.E. of Measurement = 0.000
Hoyt Adjusted Item Rel. for scale TOTAL = 0.2311 S.E. of Measurement = 0.000
Item and Total Score Intercorrelations with 16 cases.
Variables
VAR1 VAR2 VAR3 VAR4 VAR5
VAR1 1.000 0.153 0.048 -0.048 0.255
VAR2 0.153 1.000 0.493 0.323 0.164
VAR3 0.048 0.493 1.000 0.270 0.323
VAR4 -0.048 0.323 0.270 1.000 0.221
VAR5 0.255 0.164 0.323 0.221 1.000
TOTAL 0.369 0.706 0.727 0.615 0.634
Variables
TOTAL
VAR1 0.369
VAR2 0.706
VAR3 0.727
VAR4 0.615
VAR5 0.634
TOTAL 1.000
Variables VAR1 VAR2 VAR3 VAR4 VAR5

0.875 0.688 0.563 0.438 0.313
Variables TOTAL
2.875
Variances with 16 valid cases.

0.117 0.229 0.263 0.263 0.229
Variables TOTAL
2.117

0.342 0.479 0.512 0.512 0.479
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Variables TOTAL
1.455
KR#20 = 0.6591 for the test with mean = 1.250 and variance = 0.733
Item Mean Variance Pt.Bis.r
2 0.688 0.229 0.8538
3 0.563 0.263 0.8737
2 0.688 0.229 0.7875
3 0.563 0.263 0.7787
4 0.438 0.263 0.7073
2 0.688 0.229 0.7135
3 0.563 0.263 0.7619
4 0.438 0.263 0.6667
5 0.313 0.229 0.6116
2 0.688 0.229 0.7059
3 0.563 0.263 0.7267
4 0.438 0.263 0.6149
5 0.313 0.229 0.6342
1 0.875 0.117 0.3689
Item and Total Score Intercorrelations with 16 cases.
Variables
VAR1 1.000 0.153 0.048 -0.048 0.255
VAR2 0.153 1.000 0.493 0.323 0.164
VAR3 0.048 0.493 1.000 0.270 0.323
VAR4 -0.048 0.323 0.270 1.000 0.221
VAR5 0.255 0.164 0.323 0.221 1.000
TOTAL 0.369 0.706 0.727 0.615 0.634
Variables
TOTAL
VAR1 0.369
VAR2 0.706
VAR3 0.727
VAR4 0.615
VAR5 0.634
TOTAL 1.000

0.875 0.688 0.563 0.438 0.313
Variables TOTAL
2.875

0.117 0.229 0.263 0.263 0.229
Variables TOTAL
2.117

0.342 0.479 0.512 0.512 0.479
Variables TOTAL
1.455
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Multiple Correlation Coefficients for Each Variable
Variable R R2 F Prob.>F DF1 DF2

VAR1 0.327 0.107 0.330 0.852 4 11
VAR2 0.553 0.306 1.212 0.360 4 11
VAR3 0.561 0.315 1.262 0.342 4 11
VAR4 0.398 0.158 0.516 0.726 4 11
VAR5 0.436 0.190 0.646 0.641 4 11
Betas in Columns with 16 cases.
Variables
VAR1 -1.000 0.161 -0.082 -0.141 0.262
VAR2 0.207 -1.000 0.442 0.274 -0.083
VAR3 -0.107 0.447 -1.000 0.082 0.303
VAR4 -0.149 0.226 0.067 -1.000 0.178
VAR5 0.289 -0.071 0.257 0.185 -1.000
Standard Errors of Prediction

Variable Std.Error
VAR1 0.377
VAR2 0.466
VAR3 0.495
VAR4 0.549
VAR5 0.503
Raw Regression Coefficients with 16 cases.
Variables
VAR1 -1.000 0.225 -0.123 -0.211 0.367
VAR2 0.147 -1.000 0.473 0.293 -0.083
VAR3 -0.071 0.418 -1.000 0.082 0.283
VAR4 -0.099 0.211 0.067 -1.000 0.167
VAR5 0.206 -0.071 0.275 0.199 -1.000
Variable Constant
VAR1 0.793
VAR2 0.186
VAR3 0.230
VAR4 0.313
VAR5 -0.183
Fig. 11.2 Distribution of Test Scores (Classical Analysis)
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Fig. 11.3 Item Means
Analysis of Variance: Treatment by Subject and Hoyt Reliability
The Within Subjects Analysis of Variance involves the repeated measurement of the same unit of observation.
These repeated observations are arranged as variables (columns) in the Main Form grid for the cases (grid rows.) If
only two measures are administered, you will probably use the matched pairs (dependent) t-test method. When
more than two measures are administered, you may use the repeated measures ANOVA method to test the equality
of treatment level means in the population sampled. Since within subjects analysis is a part of the Hoyt Intraclass
reliability estimation procedure, you may use this procedure to complete the analysis (see the Measurement
procedures under the Analyses menu on the Main Form.)
Fig. 11.4 Hoyt Reliability by ANOVA
The output from an example analysis is shown below:
Treatments by Subjects (AxS) ANOVA Results.
Data File = C:\lazarus\Projects\LazStats\LazStatsData\ABRDATA.LAZ
-----------------------------------------------------------
SOURCE DF SS MS F Prob. > F
-----------------------------------------------------------
SUBJECTS 11 181.000 16.455
WITHIN SUBJECTS 36 1077.000 29.917
TREATMENTS 3 991.500 330.500 127.561 0.000
RESIDUAL 33 85.500 2.591
-----------------------------------------------------------
TOTAL 47 1258.000 26.766
-----------------------------------------------------------
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TREATMENT (COLUMN) MEANS AND STANDARD DEVIATIONS

VARIABLE MEAN STD.DEV.
C1 16.500 2.067
C2 11.500 2.431
C3 7.750 2.417
C4 4.250 2.864
Mean of all scores = 10.000 with standard deviation = 5.174
RELIABILITY ESTIMATES
TYPE OF ESTIMATE VALUE

Unadjusted total reliability -0.818
Unadjusted item reliability -0.127
Adjusted total (Cronbach) 0.843
Adjusted item reliability 0.572
BOX TEST FOR HOMOGENEITY OF VARIANCE-COVARIANCE MATRIX
SAMPLE COVARIANCE MATRIX with 12 cases.
Variables
C1 C2 C3 C4
C1 4.273 2.455 1.227 1.318
C2 2.455 5.909 4.773 5.591
C3 1.227 4.773 5.841 5.432
C4 1.318 5.591 5.432 8.205
ASSUMED POP. COVARIANCE MATRIX with 12 cases.
Variables
C1 C2 C3 C4
C1 6.057 0.693 0.693 0.693
C2 0.114 5.977 0.614 0.614
C3 0.114 0.103 5.914 0.551
C4 0.114 0.103 0.093 5.863
Determinant of variance-covariance matrix = 81.6

Determinant of homogeneity matrix = 1.26E003
ChiSquare = 108.149 with 8 degrees of freedom
Probability of larger chisquare = 9.66E-007
Fig. 11.5 Within Subjects ANOVA Plot
402
Kuder-Richardson #21 Reliability
The Kuder-Richardson formula #20 was developed from Classical Test Theory (true-score theory). A shorter form
of the estimate can be made using only the mean, standard deviation and number of test items if one can assume that
the inter-item covariances are equal. Below is the form which appears when this procedure is selected from the
Measurement option of the Analyses menu:
Fig. 11.6 Kuder-Richardson Formula 21 Reliability
Note that we have entered the maximum score (total number of items), the test mean, and the test standard deviation.
When you click the Compute button, the estimate is shown in the labeled box.
Weighted Composite Test Reliablity
The reliability for a combination of tests, each of which has its own estimate of reliability and a weight assigned to it,
may be computed. This composite will typically be greater than any one test by itself due to the likelihood that the
subtests are correlated positively among themselves. Since teachers typically assign course grades based on a
combination of individual tests administered over the time period of a course, this reliability estimate in built into
the Grading System. See the description and examples in that section. A file labeled “CompRel.LAZ” is used in the
example below:
Fig. 11.7 Composite Test Reliability Dialog
Composite Test Reliability
File Analyzed: C:\lazarus\Projects\LazStats\LazStatsData\CompRel.LAZ
403
Correlations Among Tests with 10 cases.
Variables
Test1 Test2 Test3
Test1 1.000 0.927 0.952
Test2 0.927 1.000 0.855
Test3 0.952 0.855 1.000
Variables Test1 Test2 Test3

5.500 5.500 7.500

9.167 9.167 9.167

3.028 3.028 3.028
Test Weights with 10 valid cases.

1.000 1.000 2.000
Test Reliabilities with 10 valid cases.

0.900 0.700 0.800
Composite reliability = 0.929
Rasch One Parameter Item Analysis
Item Response Theory (IRT) is another theoretical view of subject responses to items on a test. IRT suggests that
items may posess one or more characteristics (parameters) that may be estimated. In the theory developed by
George Rasch, one parameter, item difficulty, is estimated (in addition to the estimate of individual subject “ability”
parameters.) Utilizing maximum-liklihood methods and log difficulty and log ability parameter estimates, the Rasch
method attempts to estimate subject and item parameters that are “independent” of one another. This is unlike
Classical theory in which the item difficulty (proportion of subects passing an item) is directly a function of the
ability of the subjects sampled. IRT is sometimes also considered to be a “Latent Trait Theory” due to the
assumption that all of the items are measures of the same underlying “trait”. Several tests of the “fit” of the item
responses to this assumption are typically included in programs to estimate Rasch parameters. Other IRT
procedures posit two or three parameters, the others being the “slope” and the “chance” parameters. The slope is the
rate at which the probability of getting an item correct increases with equal units of increase in subject ability. The
chance parameter is the probability of obtaining the item correct by chance alone. In the Rasch model, the chance
probability is assumed to be zero and the slope parameter assumed to be equal for all items. The file labeled
“itemdat.LAZ” is used for our example.
404
Fig. 11.8 Rasch Item Analysis Dialog
Shown below is a sample of output from a test analyzed by the Rasch model. The model cannot make ability
estimates for subjects that miss all items or get all items correct so they are screened out. Parameters estimated are
given in log units. Also shown is one of the item information function curve plots. Each item provides the
maximum discrimination (information) at that point where the log ability of the subject is approximately the same as
the log difficulty of the item. In examining the output you will note that item 1 does not appear to fit the
assumptions of the Rasch model as measured by the chi-square statistic.
Fig. 11.9 Rasch Item Log Difficulty Estimate Plot
405
Fig. 11.10 Rasch Log Score Estimates
Fig. 11.11 A Rasch Item Characteristic Curve
Fig. 11.12 A Rasch Test Information Curve
Rasch One-Parameter Logistic Test Scaling (Item Response Theory)

Written by William G. Miller
case 1 eliminated. Total score was 5
406
Case 2 Total Score := 4 Item scores 1 1 1 1 0

Total number of score groups := 4
Matrix of Item Failures in Score Groups

Score Group 1 2 3 4 Total
ITEM
1 0 0 1 0 1
2 2 1 1 0 4
3 2 3 0 1 6
4 2 2 3 1 8
5 2 3 3 2 10
Total 2 3 4 4 13
Item Log Odds Deviation Squared Deviation

1 -2.48 -2.13 4.54
2 -0.81 -0.46 0.21
3 -0.15 0.20 0.04
4 0.47 0.83 0.68
5 1.20 1.56 2.43
Score Frequency Log Odds Freq.x Log Freq.x Log Odds Squared
1 2 -1.39 -2.77 3.84
2 3 -0.41 -1.22 0.49
3 4 0.41 1.62 0.66
4 4 1.39 5.55 7.69
Prox values and Standard Errors
Item Scale Value Standard Error

1 -2.730 1.334
2 -0.584 0.770
3 0.258 0.713
4 1.058 0.731
5 1.999 0.844
Y expansion factor := 1.2821
Score Scale Value Standard Error

1 -1.910 1.540
2 -0.559 1.258
3 0.559 1.258
4 1.910 1.540
X expansion factor = 1.3778
Maximum Likelihood Iteration Number 0
Maximum Likelihood Estimates
Item Log Difficulty

1 -2.74
2 -0.64
3 0.21
4 1.04
5 1.98
Score Log Ability

1 -2.04
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2 -0.54
3 0.60
4 1.92
Goodness of Fit Test for Each Item

Item Chi-Squared Degrees of Probability
No. Value Freedom of Larger Value
1 29.78 9 0.0005
2 8.06 9 0.5283
3 10.42 9 0.3177
4 12.48 9 0.1875
5 9.00 9 0.4371
Item Data Summary

ITEM PT.BIS.R. BIS.R. SLOPE PASSED FAILED RASCH DIFF
1 -0.064 -0.117 -0.12 12.00 1 -2.739
2 0.648 0.850 1.61 9.00 4 -0.644
3 0.679 0.852 1.63 7.00 6 0.207
4 0.475 0.605 0.76 5.00 8 1.038
5 0.469 0.649 0.85 3.00 10 1.981
Guttman Scalogram Analysis
Guttman scales are those measurement instruments composed of items which, ideally, form a hierarchy in which the
total score of a subject can indicate the actual response (correct or incorrect) of each item. Items are arranged in
order of the proportion of subjects passing the item and subjects are grouped and sequenced by their total scores. If
the items measure consistently, a triangular pattern should emerge. A coefficient of “reproducibility” is obtained
which may be interpreted in a manner similar to test reliability.
Dichotomously scored (0 and 1) items representing the responses of subjects in your data grid rows are the variables
(grid columns) analyzed. Select the items to analyze in the same manner as you would for the Classical Item
Analysis or the Rasch analysis. When you click the OK button, you will immediately be presented with the results
on the output form. An example is shown below.
Fig. 11.13 Guttman Scalogram Analysis Dialog
408
GUTTMAN SCALOGRAM ANALYSIS

Cornell Method
No. of Cases := 12. No. of items := 6
RESPONSE MATRIX
Subject Row Item Number
Label Sum VAR1 VAR2 VAR3 VAR4 VAR5 VAR6
0 1 0 1 0 1 0 1 0 1 0 1
1 6 0 1 0 1 0 1 0 1 0 1 0 1
2 6 0 1 0 1 0 1 0 1 0 1 0 1
3 6 0 1 0 1 0 1 0 1 0 1 0 1
4 6 0 1 0 1 0 1 0 1 0 1 0 1
5 6 0 1 0 1 0 1 0 1 0 1 0 1
6 6 0 1 0 1 0 1 0 1 0 1 0 1
7 6 0 1 0 1 0 1 0 1 0 1 0 1
8 6 0 1 0 1 0 1 0 1 0 1 0 1
9 6 0 1 0 1 0 1 0 1 0 1 0 1
10 6 0 1 0 1 0 1 0 1 0 1 0 1
11 6 0 1 0 1 0 1 0 1 0 1 0 1
12 6 0 1 0 1 0 1 0 1 0 1 0 1
-cut- -cut- -cut- -cut- -cut- -cut-
TOTALS 0 12 0 12 0 12 0 12 0 12 0 12
ERRORS 0 0 0 0 0 0 0 0 0 0 0 0
Coefficient of Reproducibility := 1.000
GUTTMAN SCALOGRAM ANALYSIS

Goodenough Modification Using Modal Responses
MODAL ITEM RESPONSES
TOTAL ITEMS

6 1 1 1 1 1 1
5 1 1 1 1 1 1
4 1 1 1 1 1 1
3 1 1 1 1 1 1
2 1 1 1 1 1 1
1 1 1 1 1 1 1
0 1 1 1 1 1 1
No. of Cases := 12. No. of items := 6

RESPONSE MATRIX
Subject Row Error Item Number
Label Sum Count VAR1 VAR2 VAR3 VAR4 VAR5 VAR6
0 1 0 1 0 1 0 1 0 1 0 1
1 6 0 0 1 0 1 0 1 0 1 0 1 0 1
2 6 0 0 1 0 1 0 1 0 1 0 1 0 1
3 6 0 0 1 0 1 0 1 0 1 0 1 0 1
4 6 0 0 1 0 1 0 1 0 1 0 1 0 1
5 6 0 0 1 0 1 0 1 0 1 0 1 0 1
6 6 0 0 1 0 1 0 1 0 1 0 1 0 1
7 6 0 0 1 0 1 0 1 0 1 0 1 0 1
8 6 0 0 1 0 1 0 1 0 1 0 1 0 1
9 6 0 0 1 0 1 0 1 0 1 0 1 0 1
10 6 0 0 1 0 1 0 1 0 1 0 1 0 1
11 6 0 0 1 0 1 0 1 0 1 0 1 0 1
12 6 0 0 1 0 1 0 1 0 1 0 1 0 1
TOTALS 0 12 0 12 0 12 0 12 0 12 0 12
PROPORTIONS 0.00 1.00 0.00 1.00 0.00 1.00 0.00 1.00 0.00 1.00 0.00 1.00
Coefficient of Reproducibility := 1.000
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Minimal Marginal Reproducibility := 1.000
Successive Interval Scaling
Successive Interval Scaling was developed as an approximation of Thurstone’s Paired Comparisons method for
estimation of scale values and dispersion of scale values for items designed to measure attitudes. Typically, five to
nine categories are used by judges to indicate the degree to which an item expresses an attitude (if a subject agrees
with the item) between very negative to very positive. Once scale values are estimated, the items responded to by
subjects are scored by obtaining the median scale value of those items to which the subject agrees.
To obtain Successive interval scale values, select that option under the Measurement group in the Analyses menu on
the main form. The specifications form below will appear. Select those items (variables) you wish to scale. The
data analyzed consists of rows representing judges and columns representing the scale value chosen for an item by a
judge. The file labeled “sucsintv.LAZ” is used as an example file.
Fig. 11.14 Successive Scaling Dialog
When you click the OK button on the box above, the results will appear on the printout form. An example of results
are presented below.
SUCCESSIVE INTERVAL SCALING RESULTS
0- 1 1- 2 2- 3 3- 4 4- 5 5- 6 6- 7
VAR1
Frequency 0 0 0 0 4 4 4
Proportion 0.000 0.000 0.000 0.000 0.333 0.333 0.333
Cum. Prop. 0.000 0.000 0.000 0.000 0.333 0.667 1.000
Normal z - - - - -0.431 0.431 -
VAR2
Frequency 0 0 1 3 4 4 0
Proportion 0.000 0.000 0.083 0.250 0.333 0.333 0.000
Cum. Prop. 0.000 0.000 0.083 0.333 0.667 1.000 1.000

Normal z - - -1.383 -0.431 0.431 - -
VAR3
Frequency 0 0 4 3 4 1 0
Proportion 0.000 0.000 0.333 0.250 0.333 0.083 0.000
Cum. Prop. 0.000 0.000 0.333 0.583 0.917 1.000 1.000
Normal z - - -0.431 0.210 1.383 - -
VAR4
Frequency 0 3 4 5 0 0 0
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Proportion 0.000 0.250 0.333 0.417 0.000 0.000 0.000
Cum. Prop. 0.000 0.250 0.583 1.000 1.000 1.000 1.000

Normal z - -0.674 0.210 - - - -
VAR5
Frequency 5 4 3 0 0 0 0
Proportion 0.417 0.333 0.250 0.000 0.000 0.000 0.000
Cum. Prop. 0.417 0.750 1.000 1.000 1.000 1.000 1.000
Normal z -0.210 0.674 - - - - -
VAR6
Frequency 1 2 2 2 2 2 1
Proportion 0.083 0.167 0.167 0.167 0.167 0.167 0.083
Cum. Prop. 0.083 0.250 0.417 0.583 0.750 0.917 1.000

Normal z -1.383 -0.674 -0.210 0.210 0.674 1.383 -
INTERVAL WIDTHS
2- 1 3- 2 4- 3 5- 4 6- 5
VAR1 - - - - 0.861
VAR2 - - 0.952 0.861 -
VAR3 - - 0.641 1.173 -
VAR4 - 0.885 - - -
VAR5 0.885 - - - -
VAR6 0.709 0.464 0.421 0.464 0.709
Mean Width 0.80 0.67 0.67 0.83 0.78

No. Items 2 2 3 3 2
Std. Dev.s 0.02 0.09 0.07 0.13 0.01
Cum. Means 0.80 1.47 2.14 2.98 3.76
ESTIMATES OF SCALE VALUES AND THEIR DISPERSIONS

Item No. Ratings Scale Value Discriminal Dispersion
VAR1 12 3.368 1.224
VAR2 12 2.559 0.822
VAR3 12 1.919 0.811
VAR4 12 1.303 1.192
VAR5 12 0.199 1.192

VAR6 12 1.807 0.759
Z scores Estimated from Scale values

0- 1 1- 2 2- 3 3- 4 4- 5 5- 6 6- 7
VAR1 -3.368 -2.571 -1.897 -1.225 -0.392 0.392
VAR2 -2.559 -1.762 -1.088 -0.416 0.416 1.201
VAR3 -1.919 -1.122 -0.448 0.224 1.057 1.841
VAR4 -1.303 -0.506 0.169 0.840 1.673 2.458
VAR5 -0.199 0.598 1.272 1.943 2.776 3.000
VAR6 -1.807 -1.010 -0.336 0.336 1.168 1.953
Cumulative Theoretical Proportions

0- 1 1- 2 2- 3 3- 4 4- 5 5- 6 6- 7
VAR1 0.000 0.005 0.029 0.110 0.347 0.653 1.000
VAR2 0.005 0.039 0.138 0.339 0.661 0.885 1.000
VAR3 0.028 0.131 0.327 0.589 0.855 0.967 1.000
VAR4 0.096 0.306 0.567 0.800 0.953 0.993 1.000
VAR5 0.421 0.725 0.898 0.974 0.997 0.999 1.000
VAR6 0.035 0.156 0.369 0.631 0.879 0.975 1.000
Average Discrepency Between Theoretical and Observed Cumulative Proportions = 0.050
Maximum discrepency = 0.200 found in item VAR4
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Differential Item Functioning
Anyone developing tests today should be sensitive to the fact that some test items may present a bias for one or more
subgroups in the population to which the test is administered. For example, because of societal value systems, boys
and girls may be exposed to quite different learning experiences during their youth. A word test in mathematics
may unintentionally give an advantage to one gender group over another simply by the examples used in the item.
To identify possible bias in an item, one can examine the differential item functioning of each item for the sub-
groups to which the test is administered. The Mantel-Haenszel test statistic may be applied to test the difference on
the item characteristic curve for the difference between a "focus" group and a "reference" group. We will
demonstrate using a data set in which 40 items have been administered to 1000 subjects in one group and 1000
subjects in another group. The groups are simply coded 1 and 2 for the reference and focus groups. Since there may
be very few (or no) subjects that get a specific total score, we will group the total scores obtained by subjects into
groups of 4 so that we are comparing subjects in the groups that have obtained total item scores of 0 to 3, 4 to 7, …,
40 to 43. As you will see, even this grouping is too small for several score groups and we should probably change
the score range for the lowest and highest scores to a larger range of scores in another run.
When you elect to do this analysis, the specification form below appears:
Fig. 11.15 Differential Item Functioning Dialog
On the above form you specify the items to be analyzed and also the variable defining the reference and focus group
codes. You may then specify the options desired by clicking the corresponding buttons for the desired options. You
also enter the number of score groups to be used in grouping the subject's total scores. When this is specified, you
then enter the lowest and highest score for each of those score groups. When you have specified the low and hi
score for the first group, click the right arrow on the "slider" bar to move to the next group. You will see that the
lowest score has automatically been set to one higher than the previous group's highest score to save you time in
entering data. You do not, of course, have to use the same size for the range of each score group. Using too large a
range of scores may cut down the sensitivity of the test to differences between the groups. Fairly large samples of
subjects is necessary for a reasonable analysis. Once you have completed the specifications, click the Compute
button and you will see the following results are obtained (we elected to print the descriptive statistics, correlations
and item plots):
Mantel-Haenszel DIF Analysis adapted by Bill Miller from

EZDIF written by Niels G. Waller
Total Means with 2000 valid cases.
Variables VAR 1 VAR 2 VAR 3 VAR 4 VAR 5

412
0.688 0.064 0.585 0.297 0.451

0.806 0.217 0.827 0.960 0.568

0.350 0.291 0.725 0.069 0.524

0.350 0.943 0.545 0.017 0.985

0.778 0.820 0.315 0.203 0.982

0.834 0.700 0.397 0.305 0.223

0.526 0.585 0.431 0.846 0.115

0.150 0.817 0.909 0.793 0.329
Total Variances with 2000 valid cases.

0.215 0.059 0.243 0.209 0.248

0.156 0.170 0.143 0.038 0.245

0.228 0.206 0.199 0.064 0.250

0.228 0.054 0.248 0.017 0.015

0.173 0.148 0.216 0.162 0.018

0.139 0.210 0.239 0.212 0.173

0.249 0.243 0.245 0.130 0.102

0.128 0.150 0.083 0.164 0.221
Total Standard Deviations with 2000 valid cases.

0.463 0.244 0.493 0.457 0.498

0.395 0.412 0.379 0.196 0.495

0.477 0.454 0.447 0.253 0.500

0.477 0.233 0.498 0.129 0.124

0.416 0.384 0.465 0.403 0.135

0.372 0.459 0.489 0.461 0.416

0.499 0.493 0.495 0.361 0.319
413

0.357 0.387 0.288 0.405 0.470
Total Score: Mean = 21.318, Variance = 66.227, Std.Dev. = 8.138
Reference group size = 1000, Focus group size = 1000

Conditioning Levels
Lower Upper
0 3
4 7
8 11
12 15
16 19
20 23
24 27
28 31
32 35
36 40
Fig. 11.16 Differential Item Functioning Curve
Etc.
Fig. 11.17 Another Item Differential Functioning Curve

etc. for all items. Note the difference for the two item plots shown above! Next, the output reflects multiple passes to
"fit" the data for the M-H test:
414
COMPUTING M-H CHI-SQUARE, PASS # 1
Cases in Reference Group
Score Level Counts by Item

Variables
VAR 1 VAR 2 VAR 3 VAR 4 VAR 5
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
415
24- 27 154 154 154 154 154

28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38

Variables
0- 3 8 8 8 8 8
4- 7 38 38 38 38 38
8- 11 65 65 65 65 65
12- 15 108 108 108 108 108
16- 19 153 153 153 153 153
20- 23 175 175 175 175 175
24- 27 154 154 154 154 154
28- 31 167 167 167 167 167
32- 35 94 94 94 94 94
36- 40 38 38 38 38 38
Cases in Focus Group

Variables
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
416
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
417

0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27

Variables
0- 3 7 7 7 7 7
4- 7 47 47 47 47 47
8- 11 94 94 94 94 94
12- 15 139 139 139 139 139
16- 19 177 177 177 177 177
20- 23 174 174 174 174 174
24- 27 141 141 141 141 141
28- 31 126 126 126 126 126
32- 35 68 68 68 68 68
36- 40 27 27 27 27 27
Insufficient data found in level: 0 - 3

CODES ITEM SIG. ALPHA CHI2 P-VALUE MH D-DIF S.E. MH D-DIF
C R 1 *** 8.927 276.392 0.000 -5.144 0.338
C R 2 *** 10.450 68.346 0.000 -5.514 0.775
C R 3 *** 7.547 280.027 0.000 -4.750 0.305
C R 4 *** 10.227 298.341 0.000 -5.464 0.350
C R 5 *** 12.765 393.257 0.000 -5.985 0.339
B 6 *** 0.571 15.476 0.000 1.316 0.331
A 7 * 0.714 6.216 0.013 0.791 0.310
A 8 * 0.705 5.694 0.017 0.822 0.335
B 9 ** 0.493 6.712 0.010 1.664 0.621
B 10 *** 0.621 17.349 0.000 1.121 0.267
A 11 * 0.775 4.511 0.034 0.599 0.275
A 12 *** 0.687 9.833 0.002 0.883 0.277
B 13 *** 0.647 11.904 0.001 1.024 0.294
B 14 ** 0.568 7.160 0.007 1.331 0.482
B 15 *** 0.600 19.747 0.000 1.199 0.267
B 16 *** 0.601 18.326 0.000 1.198 0.278
A 17 0.830 0.486 0.486 0.438 0.538
A 18 *** 0.709 8.989 0.003 0.807 0.264
A 19 0.582 1.856 0.173 1.270 0.834
A 20 1.991 1.769 0.183 -1.618 1.072
A 21 * 0.725 5.783 0.016 0.754 0.308
A 22 * 0.743 4.023 0.045 0.697 0.337
B 23 *** 0.572 20.804 0.000 1.315 0.286
A 24 * 0.723 5.362 0.021 0.764 0.321
A 25 0.555 1.782 0.182 1.385 0.915
B 26 *** 0.540 16.456 0.000 1.447 0.353
A 27 *** 0.687 9.240 0.002 0.884 0.287
A 28 ** 0.735 6.822 0.009 0.723 0.271
A 29 *** 0.681 9.458 0.002 0.904 0.289
A 30 * 0.756 4.342 0.037 0.658 0.306
A 31 *** 0.724 8.016 0.005 0.758 0.263
A 32 * 0.745 6.513 0.011 0.693 0.266
A 33 ** 0.738 6.907 0.009 0.715 0.267
A 34 0.944 0.089 0.766 0.135 0.360
A 35 0.769 2.381 0.123 0.618 0.383
A 36 0.819 1.530 0.216 0.469 0.357
A 37 * 0.709 5.817 0.016 0.809 0.326
A 38 * 0.665 4.552 0.033 0.960 0.431
A 39 0.779 3.305 0.069 0.588 0.312
B 40 *** 0.644 13.215 0.000 1.034 0.280
No. of items purged in pass 1 = 5

Item Numbers:
418
1
2
3
4
5
CODES ITEM SIG. ALPHA CHI2 P-VALUE MH D-DIF S.E. MH D-DIF
C R 1 *** 9.367 283.535 0.000 -5.257 0.343
C R 2 *** 8.741 65.854 0.000 -5.095 0.704
C R 3 *** 7.923 287.705 0.000 -4.864 0.310
C R 4 *** 10.888 305.319 0.000 -5.611 0.358
C R 5 *** 13.001 399.009 0.000 -6.028 0.340
B 6 *** 0.587 13.927 0.000 1.251 0.331
A 7 * 0.725 5.598 0.018 0.756 0.311
A 8 * 0.724 4.851 0.028 0.760 0.335
B 9 * 0.506 6.230 0.013 1.599 0.620
B 10 *** 0.638 15.345 0.000 1.056 0.267
A 11 0.798 3.516 0.061 0.529 0.274
A 12 *** 0.700 8.907 0.003 0.838 0.276
A 13 *** 0.663 10.414 0.001 0.964 0.294
B 14 * 0.595 6.413 0.011 1.219 0.466
B 15 *** 0.616 17.707 0.000 1.139 0.268
B 16 *** 0.617 16.524 0.000 1.133 0.276
A 17 0.850 0.355 0.551 0.382 0.537
A 18 ** 0.729 7.642 0.006 0.742 0.263
A 19 0.595 1.721 0.190 1.222 0.831
A 20 2.004 1.805 0.179 -1.633 1.073
A 21 * 0.746 4.790 0.029 0.688 0.307
A 22 0.773 2.996 0.083 0.606 0.336
B 23 *** 0.573 20.155 0.000 1.307 0.289
A 24 * 0.736 4.796 0.029 0.722 0.320
A 25 0.570 1.595 0.207 1.320 0.914
B 26 *** 0.554 14.953 0.000 1.388 0.354
A 27 ** 0.707 7.819 0.005 0.816 0.287
A 28 * 0.750 5.862 0.015 0.675 0.272
A 29 *** 0.704 7.980 0.005 0.825 0.286
A 30 * 0.769 3.845 0.050 0.618 0.305
A 31 ** 0.743 6.730 0.009 0.698 0.263
A 32 * 0.762 5.551 0.018 0.640 0.266
A 33 * 0.749 6.193 0.013 0.681 0.268
A 34 0.976 0.007 1.000 0.058 0.360
A 35 0.790 1.975 0.160 0.555 0.375
A 36 0.832 1.310 0.252 0.432 0.354
A 37 * 0.721 5.148 0.023 0.770 0.329
A 38 * 0.678 4.062 0.044 0.914 0.433
A 39 0.804 2.490 0.115 0.512 0.312
A 40 *** 0.664 11.542 0.001 0.963 0.279
No. of items purged in pass 1 = 5

Item Numbers:
1
2
3
4
5
One should probably combine the first two score groups (0-3 and 4-7) into one group and the last three groups into
one group so that sufficient sample size is available for the comparisons of the two groups. This would, of course,
reduce the number of groups from 11 in our original specifications to 8 score groups. The chi-square statistic
identifies items you will want to give specific attention. Examine the data plots for those items. Differences found
may suggest bias in those items. Only examination of the actual content can help in this decision. Even though two
groups may differ in their item response patterns does not provide sufficient grounds to establish bias - perhaps it
simply identifies a true difference in educational achievement due to other factors.
Adjustment of Reliability For Variance Change
Researchers will sometimes use a test that has been standardized on a large, heterogenous population of
subjects. Such tests typically report rather high internal-consistency reliability estimates (e.g. Cronbach's estimate.)
419
But what is the reliability if one administers the test to a much more homogeneous population? For example,
assume a high school counselor administers a "College Aptitude Test" that reports a reliability of 0.95 with a
standard deviation of 15 (variance of 225) and a mean of 20.0 for the national norm. What reliability would the
counselor expect to obtain for her sample of students that obtain a mean of 22.8 and a standard deviation of 10.2
(variance of 104.04)? This procedure will help provide the estimate. Shown below is the specification form and our
sample values entered. When the compute button is clicked, the results shown are obtained.
Fig. 11.18 Reliability Adjustment for Variability Dialog
Polytomous DIF Analysis
The purpose of the differential item functioning programs are to identify test or attitude items that "perform"
differently for two groups - a target group and a reference group. Two procedures are provided and selected on the
basis of whether the items are dichotomous (0 and 1 scoring) or consist of multiple categories (e.g. Likert responses
ranging from 1 to 5.) The latter case is where the Polytomous DIF Analysis is selected. When you initiate this
procedure you will see the dialogue box shown below:
Fig. 11.19 Polytomous Item Differential Item Functioning Dialog

The results from an analysis of three items with five categories that have been collapsed into three category levels is
shown below. A sample of 500 subject's attitude scores were observed.
Polytomous Item DIF Analysis adapted by Bill Miller from

Procedures for extending item bias detection techniques
by Catherine Welch and H.D. Hoover, 1993
Applied Measurement in Education 6(1), pages 1-19.
Conditioning Levels
Lower Upper
420
0 1
2 3
4 4
Observed Category Frequencies

Item Group Level Category Number
0 1 2 3
1 Ref. 1 0 55 56 40
1 Focal 1 0 50 47 38
1 Total 1 0 105 103 78
1 Ref. 2 0 2 0 0
1 Focal 2 0 1 0 0
1 Total 2 0 3 0 0
1 Ref. 3 0 3 3 0
1 Focal 3 0 5 0 0
1 Total 3 0 8 3 0
t-test values for Reference and Focus Means for each level
Mean Reference = 1.901 SD = 14.006 N = 151
Mean Focal = 1.911 SD = 13.338 N = 135
Level 1 t = 0.006 with deg. freedom = 284
Mean Focal = 1.000 SD = 1.000 N = 1
Mean Focal = 1.000 SD = 2.236 N = 5
Level 3 t = -0.313 with deg. freedom = 9
Composite z statistic = -0.134. Prob. > |z| = 0.553
Weighted Composite z statistic = -0.030. Prob. > |z| = 0.512
Generalized Mantel-Haenszel = 0.008 with D.F. = 1 and Prob. > Chi-Sqr. = 1.000
Fig. 11.20 Level Means for Polytomous Item

For Item 2:
0 1 2 3
2 Ref. 1 0 63 53 48
2 Focal 1 0 44 46 50
2 Total 1 0 107 99 98
2 Ref. 2 0 2 0 0
2 Focal 2 0 1 0 0
2 Total 2 0 3 0 0
2 Ref. 3 0 5 1 0
2 Focal 3 0 2 3 0
2 Total 3 0 7 4 0
Mean Focal = 2.043 SD = 15.248 N = 140
421

Mean Focal = 1.000 SD = 1.000 N = 1
Mean Focal = 1.600 SD = 2.608 N = 5
Composite z statistic = 0.156. Prob. > |z| = 0.438
Weighted Composite z statistic = 0.735. Prob. > |z| = 0.231
Generalized Mantel-Haenszel = 2.480 with D.F. = 1 and Prob. > Chi-Sqr. = 0.115
Fig. 11.21 Level Means

0 1 2 3
3 Ref. 1 0 39 46 55
3 Focal 1 0 46 49 41
3 Total 1 0 85 95 96
3 Ref. 2 0 2 0 0
3 Focal 2 0 1 0 0
3 Total 2 0 3 0 0
3 Ref. 3 0 4 2 0
3 Focal 3 0 3 2 0
3 Total 3 0 7 4 0
Mean Focal = 1.963 SD = 13.964 N = 136
Level 1 t = -0.082 with deg. freedom = 274
Mean Focal = 1.000 SD = 1.000 N = 1
Mean Focal = 1.400 SD = 1.949 N = 5
Composite z statistic = -0.014. Prob. > |z| = 0.506
Weighted Composite z statistic = -0.657. Prob. > |z| = 0.744
Generalized Mantel-Haenszel = 2.279 with D.F. = 1 and Prob. > Chi-Sqr. =
0.131
422
Generate Test Data
To help you become familiar with some of the measurement procedures, you can experiment by creating “artificial”
item responses to a test. When you select the option to generate simulated test data, you complete the information in
the following specification form. An example is shown. Before you begin, be sure you have closed any open file
already in the data grid since the data that is generated will be placed in that grid.
Fig. 11.22 Test Item Generation Dialog

Shown below is a “snap-shot” of the generated test item responses. An additional row has been inserted for the first
case which consists of all 1’s. It will serve as the “correct” response for scoring each of the item responses of the
subsequent cases. You can save your generated file for future analyses or other work.
Fig. 11.23 Generated Item Data in the Main Grid

Notice that in our example we specified the creation of test data that would have a reliability of 0.8 for 30 items
administered to 100 students. If we analyze this data with our Classical Test Analysis procedure, we obtain the
following output:
Clearly, the test generated from our population specifications yielded a somewhat higher reliability than the 0.8
specified for the reliability. Have we learned something about sampling variability? If you request that the total be
placed in the data grid when you use analyze the test, you can also use the descriptive statistics procedure to obtain
the sample mean, etc. as shown below:
DISTRIBUTION PARAMETER ESTIMATES

423
TOTAL (N = 100) Sum = 1597.000

Mean = 15.970 Variance = 62.151 Std.Dev. = 7.884
Std.Error of Mean = 0.788
95.00 percent Confidence Interval for the mean = 14.406 to 17.534
Range = 29.000 Minimum = 1.000 Maximum = 30.000
Skewness = -0.235 Std. Error of Skew = 0.241
Kurtosis = -1.008 Std. Error Kurtosis = 0.478
First Quartile = 9.000

Median = 18.000
Third Quartile = 22.000
Interquartile range = 13.000
The frequencies procedure can plot the total score distribution of our sample with the normal curve as a reference to
obtain:
Fig. 11.24 Plot of Generated Test Data

A test of normality of the total scores suggests a possibility that the obtained scores are not normally distributed as
shown in the normality test form below:
Fig. 11.25 Test of Normality for Generated Data

424
Spearman-Brown Reliability Prophecy
The Spearman-Brown "Prophecy" formula has been a corner-stone of many instructional text books in measurement
theory. Based on "Classical True-Score" theory, it provides an estimate of what the reliability of a test of a different
length would be based on the initial test's reliability estimate. It assumes the average difficulty and inter-item
covariances of the extended (or trimmed) test are the same as the original test. If these assumptions are valid, it is a
reasonable estimator. Shown below is the specification form which appears when you elect this Measurement
option from the Analyses menu:
Fig. 11.26 Spearman-Brown Prophecy Dialog
You can see that in an example, that when a test with an initial reliability of 0.8 is doubled (the multiplier k = 2) that
the new test is expected to have a reliability of 0.89 approximately. The program may be useful for reducing a test
(perhaps by randomly selecting items to delete) that requires too long to administer and has an initially high internal
consistency reliability estimate. For example, assume a test of 200 items has a reliability of .95. What is the
estimate if the test is reduced by one-half? If the new reliability of 0.9 is satisfactory, considerable time and money
may be saved!
Course Grades System
The grade book system is designed for teachers. The teacher can enter information for each student in a course and
their raw scores obtained on each test administered during the term. Procedures are built into the grade book system
to automatically convert raw test scores into standard (z) scores, ranks and letter grades. When the Grade Book
System is first started, you will see the following screen:
425
Fig. 11.27 Grading System Dialog with an Opened Grade Book

The teacher can click on the Files menu and create a new grade book after entering name information and the first
test scores. When the teacher clicks on the compute button to specify grading a test, the following dialog box
appears in which information about the test is recorded:
Fig. 11.28 Grading System Test Specification Dialog

To specify the assignment of grades, the top score for each grade interval is entered and the enter key pressed.
Clicking the compute button on this form automatically generates z, T and percentile ranks for the students. Upon
completion, the following summary is given:
Test Analysis Results

Mean = 67.83, Variance = 804.567, Std.Dev. = 28.365
Kuder-Richardson Formula 21 Reliability Estimate = 0.9827
PERCENTILE RANKS
Score Value Frequency Cum.Freq. Percentile Rank
___________ __________ __________ ______________
23.000 1.00 1.00 8.33
426
55.000 1.00 2.00 25.00

56.000 1.00 3.00 41.67
86.000 1.00 4.00 58.33
88.000 1.00 5.00 75.00
99.000 1.00 6.00 91.67
When a test is added, the grid is expanded to include columns for raw scores, z scores, ranks and letter grade.
Clicking the Add Student button adds a new row for student information. Students may be added or deleted at any
time. Simply place the cursor in the row where a student is to be deleted or added. One can also alphabetize the
grid on the student last names. If students are added or deleted, the user can recalculate the z scores, ranks and
grades if desired.
The teacher can also request a class report or individual student reports. Shown below is a class report for the
sample data above.
Class Report
Report for: Bill G Miller
TEST RAW Z T PERCENTILE GRADE

NO. SCORE SCORE SCORE RANK
1 86 0.640 56.400 58.330 B
Report for: Barb L Benton

1 88 0.711 57.100 75.000 B
Report for: Clark A Kent

1 56 -0.417 45.800 41.670 F
Report for: Michelle C Obama

1 99 1.099 61.000 91.670 A
Report for: George H Bush

1 23 -1.581 34.200 8.330 F
Report for: Bill E Clinton

1 55 -0.452 45.500 25.000 F
427
Item Banking
The item banking procedure allows the user to explore the concepts of creating a bank of test
items. The items stored can then be used to create a printed test to administer to students. A variety of
item types may be stored and subsequently selected for a test based on a classification scheme for the
content of the items. The type of items that can be included are true-false, multiple choice, matching and
essay (or short answer.)
To use the item banking procedure, go to the Measurement option in LazStats and click on the
Item Banking option. A sample item bank labeled “testitembank.BNK” has been created and opened with
the following dialogue which appears:
Fig. 11.29 Item Banking Dialogue

Notice that when you open an item bank that you have created, it will be saved with the extension “BNK”
and not the usual “TEX” used for a data file. You will have to drop down the type of file from the usual
“*.TEX” to all files (*.*) to see the files with the .BNK extension. These files contain a variety of
428
information regarding your item bank including the items themselves, the classification codes for the
contents of items, any test specification, etc.. Notice that once you have opened or created a data file, there
are three major “drop-down” menus at the top of the item banking dialogue. The “Item Bank” menu
includes options to open an item bank, create a new item bank, save an item bank or exit the procedure.
The “Operations” menu lets you display all items, create a coding scheme for the items, or create items of a
specific type. The “Test Options” menu lets you specify the items for a test, list items for a test or print the
test that was specified.
To demonstrate some of these options, the information below was obtained by selecting the
Operations menu item to display all item codes:
=============================================================
Current Item Coding Scheme
Code number 1
Major Code 1
Minor Code 0
Description Descriptive Statistics
Code number 2
Major Code 1
Minor Code 1
Description Mean
Code number 3
Major Code 1
Minor Code 2
Description Median
Code number 4
Major Code 1
Minor Code 3
Description Mode
Code number 5
Major Code 1
Minor Code 4
Description Variance
. . . (etc.)
Code number 52
Major Code 7
Minor Code 4
Description Attitude Measurement
Code number 53
Major Code 7
Minor Code 5
Description Composite Test Reliability
Notice that each code has a “Major Code” and a “Minor Code” followed by a short description of the
corresponding content of the item using that code.
429
Now we will examine a sample test specification using the “Test Options” item to list all items:
==============================================================
Item number: 1
Major code: 7
Minor code: 2
Item type: MC
Item number: 2
Major code: 1
Minor code: 0
Item type: MC
Item number: 1
Major code: 1
Minor code: 0
Item type: TF
Item number: 2
Major code: 1
Minor code: 1
Item type: TF
Item number: 1
Major code: 1
Minor code: 0
Item type: Essay
Item number: 2
Major code: 1
Minor code: 1
Item type: Essay
Item number: 1
Major code: 1
Minor code: 0
Item type: Matching
Notice that the listing only specifies an item number, Major and Minor codes and an item type. This is the
list that is used to actually print a test. Using the above specifications for a test, we will now select to print
a test and show the first page of the generated test:
==============================================================
Directions: This test may contain a variety of different item types.

For each item, circle the correct answer or provide the answer if
required. You may use the back of the test to provide answers to
essay questions - just start with the item number.
Start now!
MULTIPLE CHOICE ITEMS:

Item 1
Which of the following statements is false?
A. Interval measured data can be correctly analyzed with parametric procedures.
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B. Ordinal measured data are analyzed using non-parametric procedures.

C. Nominal measured data can be analyzed with parametric procedures.
Item 2
Reference picture = C:\Users\wgmiller\LazStats\HelpFiles\Type1&2Plot.jpg
Type I error is
A. Incorrect sampling.
B. Incorrect research design.
C. Inadequate measurement scale type.
D. Probability of rejecting a true null hypothesis by random sampling variability.
E. Probability of accepting a false null hypothesis by random sampling variability.
TRUE OR FALSE ITEMS:

Item 3
In a highly skewed distribution, the best indicator of central tendency is the mean.
A. TRUE
B. False
Item 4
The sum of squared X values is the same as the square of the sum of X values.
A. TRUE
B. False
ESSAY ITEMS:
Item 5
Expand and simplify the expression sum of (X - Mean)^2
Item 6
Describe kurtosis, mesokurtic, platykurtic
MATCHING ITEMS:
Item 7
A. Normal 1. Monte Carlo Distributions
B. Poisson 2. Theoretical distributions
C. Binomial
D. Beta
E. Gamma
You can alter the printing on the output page before actually printing the test if you desire.
Now we will display the form used to create a new true or false item. We will select the option to
“Create or Edit True-False Items” under the “Options” menu:
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Fig. 11.30 The True or False Item Editing or Creation Dialogue

In the form above you will notice the first previously saved true or false item is displayed. This
permits you to edit that item if desired and save it with the “Save this item” button. If you click the
“Browse Items” button you will see all items of this type:
Current Items
Item number 1
Major Code 1
Minor Code 0
Item Stem In a highly skewed distribution, the best indicator of central tendency is the
mean.
Correct Choice F
Graphic Image none
Item number 2
Major Code 1
Minor Code 1
Item Stem The sum of squared X values is the same as the square of the sum of X values.
Correct Choice F
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Graphic Image none
Clicking the “Show Next Item” will take you to the next item previously saved or you can click the “Start a
New Item” option to enter a new item and then save it.
Also on each item creation menu there is an option to associate a “.jpg” graphic file with the item.
When you print a test, a reference to that item is printed as part of the item (See the first item in the above
sample test.) If you save the output of the printed test in a file, you can later open that file in your word
processor and insert the graphic image where the reference occurs.
We encourage you to “play” with this procedure to explore the capabilities of an item banking
process!
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Chapter 12. Statistical Process Control
XBAR Chart
An Example
We will use the file labeled boltsize.txt to demonstrate the XBAR Chart procedure. Load the file and select
the option Statistics / Statistical Process Control / Control Charts / XBAR Chart from the menu. The file
contains two variables, lot number and bolt length. These values have been entered in the specification
form which is shown below. Notice that the form also provides the option to enter and use a specific
“target” value for the process as well as specification levels which may have been provided as guidelines
for determining whether or not the process was in control for a given sample.
Fig. 12.1 XBAR Chart Dialog

Pressing the Compute button results in the following:
X Bar Chart Results
Group Size Mean Std.Dev.

_____ ____ _________ __________
1 5 19.88 0.37
2 5 19.90 0.29
3 5 20.16 0.27
4 5 20.08 0.29
5 5 19.88 0.49
6 5 19.90 0.39
7 5 20.02 0.47
8 5 19.98 0.43
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Grand Mean = 19.97, Std.Dev. = 0.359, Standard Error of Mean =

0.06
Lower Control Limit = 19.805, Upper Control Limit = 20.145
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Fig. 12.2 XBAR Chart for Boltsize

If, in addition, we specify a target value of 20 for our bolt and upper and lower specification levels
(tolerance) of 20.1 and 19.9, we would obtain the chart shown below:
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Fig. 12.3 XBAR Chart Plot with Target Specifications

In this chart we can see that the mean of the samples falls slightly below the specified target value and that
samples 3 and 5 appear to have bolts outside the tolerance specifications.
Range Chart
As tools wear the products produced may begin to vary more and more widely around the values
specified for them. The mean of a sample may still be close to the specified value but the range of values
observed may increase. The result is that more and more parts produced may be under or over the specified
value. Therefore quality assurance personnel examine not only the mean (XBAR chart) but also the range
of values in their sample lots. Again, examine the boltsize.txt file with the option Statistics / Statistical
Process Control / Control Charts / Range Chart. Shown below is the specification form and the results:
Fig.12.4 Range Chart Dialog

X Bar Chart Results
Group Size Mean Range Std.Dev.

_____ ____ _________ _______ ________
1 5 19.88 0.90 0.37
2 5 19.90 0.70 0.29
3 5 20.16 0.60 0.27
4 5 20.08 0.70 0.29
5 5 19.88 1.20 0.49
6 5 19.90 0.90 0.39
7 5 20.02 1.10 0.47
8 5 19.98 1.00 0.43
0.06
Mean Range = 0.89
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Fig. 12.5 Range Chart Plot

In the previous analysis using the XBAR chart procedure we found that the means of lots 3 and 6 were a
meaningful distance from the target specification. In this chart we observed that lot 3 also had a larger
range of values. The process appears out of control for lot 3 while for lot 6 it appears that the process was
simply requiring adjustment toward the target value. In practice we would more likely see a pattern of
increasing ranges as a machine becomes “loose” due to wear even though the averages may still be “on
target”.
S Control Chart
The sample standard deviation, like the range, is also an indicator of how much values vary in a
sample. While the range reflects the difference between largest and smallest values in a sample, the
standard deviation reflects the square root of the average squared distance around the mean of the values.
We desire to reduce this variability in our processes so as to produce products as similar to one another as
is possible. The S control chart plot the standard deviations of our sample lots and allows us to see the
impact of adjustments and improvements in our manufacturing processes.
Examine the boltsize.txt data with the S Control Chart. Shown below is the specification form for
the analysis and the results obtained:
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Fig. 12.6 Sigma Chart Dialog

_____ ____ _________ ________
1 5 19.88 0.37
2 5 19.90 0.29
3 5 20.16 0.27
4 5 20.08 0.29
5 5 19.88 0.49
6 5 19.90 0.39
7 5 20.02 0.47
8 5 19.98 0.43
0.06
Mean Sigma = 0.37
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Fig. 12.7 Sigma Chart Plot
The pattern of standard deviations is similar to that of the Range Chart.
440
CUSUM Chart
The specification form for the CUSUM chart is shown below for the data file labeled boltsize.txt.
We have specified our desire to detect shifts of 0.02 in the process and are using the 0.05 and 0.20
probabilities for the two types of errors.
Fig. 12.8 CUMSUM Chart Dialog
CUMSUM Chart Results

Cum.Dev. of
mean from Target
_____ ____ ________ ________ ___________
1 5 19.88 0.37 -0.10
2 5 19.90 0.29 -0.18
3 5 20.16 0.27 0.00
4 5 20.08 0.29 0.10
5 5 19.88 0.49 0.00
6 5 19.90 0.39 -0.08
7 5 20.02 0.47 -0.04
8 5 19.98 0.43 -0.04
Mean of group deviations = -0.005
Mean of all observations = 19.975
Std. Dev. of Observations = 0.359
Standard Error of Mean = 0.057
Target Specification = 19.980
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Fig. 12.9 CUMSUM Chart Plot

The results are NOT typical in that it appears that we have a process that is moving into control instead of
out of control. Movement from lot 1 to 2 and from lot 3 to 4 indicate movement to out-of-control while the
remaining values appear to be closer to in-control. If one checks the “Use the target value:” (of 20.0) the
mask would indicate that lot 3 to 4 had moved to an out-of-control situation.
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p Chart
To demonstrate the p Chart we will utilize a file labeled pchart.txt. Load the file and select the
Analyses / Statistical Process Control / p Chart option. The specification form is shown below along with
the results obtained after clicking the Compute Button:
Fig. 12.10 p Control Chart Dialog

Target proportion = 0.0100
Sample size for each observation = 1000
Average proportion observed = 0.0116
Defects p Control Chart Results
Sample No. Proportion

__________ __________
1 0.012
2 0.015
3 0.008
4 0.010
5 0.004
6 0.007
7 0.016
8 0.009
9 0.014
10 0.010
11 0.005
12 0.006
13 0.017
14 0.012
15 0.022
16 0.008
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17 0.010
18 0.005
19 0.013
20 0.011
21 0.020
22 0.018
23 0.024
24 0.015
25 0.009
26 0.012
27 0.007
28 0.013
29 0.009
30 0.006
Target proportion = 0.0100
Sample size for each observation = 1000
Average proportion observed = 0.0116
Fig. 12.11 p Control Chart Plot

Several of the sample lots (N = 1000) had disproportionately high defect rates and would bear further
examination of what may have been occurring in the process at those points.
Defect (Non-conformity) c Chart
The previous section discusses the proportion of defects in samples (p Chart.) This section
examines another defect process in which there is a count of defects in a sample lot. In this chart it is
assumed that the occurrence of defects are independent, that is, the occurrence of a defect in one lot is
unrelated to the occurrence in another lot. It is expected that the count of defects is quite small compared to
the total number of parts potentially defective. For example, in the production of light bulbs, it is expected
444
that in a sample of 1000 bulbs, only a few would be defective. The underlying assumed distribution model
for the count chart is the Poisson distribution where the mean and variance of the counts are equal.
Illustrated below is an example of processing a file labeled cChart.txt.
Fig. 12.12 Defect c Chart Dialog

Defects c Control Chart Results
Sample Number of
Noncomformities
______ _______________
1 7.00
2 6.00
3 6.00
4 3.00
5 22.00
6 8.00
7 6.00
8 1.00
9 0.00
10 5.00
11 14.00
12 3.00
13 1.00
14 3.00
15 2.00
16 7.00
17 5.00
18 7.00
19 2.00
20 8.00
21 0.00
22 4.00
23 14.00
24 4.00
25 3.00
Total Nonconformities = 141.00
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No. of samples = 25
Poisson mean and variance = 5.640
Lower Control Limit = -1.485, Upper Control Limit = 12.765
Fig. 12.13 Defect Control Chart Plot

The count of defects for three of the 25 objects is greater than the upper control limit of three standard
deviations.
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Defects Per Unit u Chart
The specification form and results for the computation following the click of the Compute button are
shown below:
Fig. 12.14 Defects U Chart Dialog

Sample No Defects Defects Per Unit
______ __________ ________________
1 36.00 0.80
2 48.00 1.07
3 45.00 1.00
4 68.00 1.51
5 77.00 1.71
6 56.00 1.24
7 58.00 1.29
8 67.00 1.49
9 38.00 0.84
10 74.00 1.64
11 69.00 1.53
12 54.00 1.20
13 56.00 1.24
14 52.00 1.16
15 42.00 0.93
16 47.00 1.04
17 64.00 1.42
18 61.00 1.36
19 66.00 1.47
20 37.00 0.82
21 59.00 1.31
22 38.00 0.84
23 41.00 0.91
24 68.00 1.51
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25 78.00 1.73
Total Nonconformities = 1399.00
No. of samples = 25
Def. / unit mean = 1.244 and variance = 0.166
Fig. 12.15 Defect Control Chart Plot

In this example, the number of defects per unit are all within the upper and lower control limits.
448
Chapter 13. Financial
The Loan Amortization Procedure
To obtain a loan amortization schedule, click on this option to obtain the following dialog:
Fig. 13.1 The Loan Amortization Schedule Dialog
Sum of Years Depreciation
To obtain the sum of years depreciation, click on this option under the Financial menu and fill in
the blanks of the dialog:
Fig. 13.2 The Sum of Years Depreciation dialog
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Straight Line Depreciation
For a straight line depreciation, select the dialog from the Financial menu and complete the blanks
before clicking the compute button:
Fig. 13.3 The Straight Line Depreciation Dialog
Double Declining Value
You can obtain the double declining value by entering values on the dialog for this option under
the financial menu:
Fig. 13.4 The Double Declining Value Dialog
450
Chapter 14. Matrix Manipulation
Purpose of MatMan
MatMan was written to provide a platform for performing common matrix and vector operations.
It is designed to be helpful for the student learning matrix algebra and statistics as well as the researcher
needing a tool for matrix manipulation. If you are already a user of the OpenStat program, you can import
files that you have saved with OpenStat into a grid of MatMan.
Using MatMan
When you first start the MatMan program, you will see the main program form below. This form
displays four "grids" in which matrices, row or column vectors or scalars (single values) may be entered
and saved. If a grid of data has already been saved, it can be retrieved into any one of the four grids. Once
you have entered data into a grid, a number of operations can be performed depending on the type of data
entered (matrix, vector or scalar.) Before performing an operation, you select the grid of data to analyze by
clicking on the grid with the left mouse button. If the data in the selected grid is a matrix (file extension of
.MAT) you can select any one of the matrix operations by clicking on the Matrix Operations "drop-down"
menu at the top of the form. If the data is a row or column vector, select an operation option from the
Vector Operations menu. If the data is a single value, select an operation from the Scalar Operations menu.
Fig. 14.1 The MatMan Dialog
Using the Combination Boxes
In the upper right portion of the MatMan main form, there are four "Combo Boxes". These boxes
each contain a drop-down list of file names. The top box labeled "Matrix" contains the list of files
451
containing matrices that have been created in the current disk directory and end with an extension of .MAT.
The next two combo boxes contain similar lists of column or row vectors that have been created and are in
the current disk directory. The last contains name of scalar files that have been saved in the current
directory. These combo boxes provide documentation as to the names of current files already in use. In
addition, they provide a "short-cut" method of opening a file and loading it into a selected grid.
Files Loaded at the Start of MatMan
Five types of files are loaded when you first start the execution of the MatMan program. The
program will search for files in the current directory that have file extensions of .MAT, .CVE, .RVE, .SCA
and .OPT. The first four types of files are simply identified and their names placed into the corresponding
combination boxes of matrices, column vectors, row vectors and scalars. The last, options, is a file which
contains only two integers: a 1 if the script should NOT contain File Open operations when it is generated
or a 0 and a 1 if the script should NOT contain File Save operations when a script is generated or a 0. Since
File Open and File Save operations are not actually executed when a script or script line is executed, they
are in a script only for documentation purposes and may be left out.
Clicking the Matrix List Items
A list of Matrix files in the current directory will exist in the Matrix "Drop-Down" combination
box when the MatMan program is first started. By clicking on one of these file names, you can directly
load the referenced file into a grid of your selection.
Clicking the Vector List Items
A list of column and row vector files in the current directory will exist in the corresponding
column vector or row vector "Drop-Down" combination boxes when the MatMan program is first started.
By clicking a file name in one of these boxes, you can directly load the referenced file into a grid of your
selection.
Clicking the Scalar List Items
When you click on the down arrow of the Scalar "drop-down" combination box, a list of file
names appear which have been previously loaded by identifying all scalar files in the current directory.
Also listed are any new scalar files that you have created during a session with MatMan. If you move your
mouse cursor down to a file name and click on it, the file by that name will be loaded into the currently
selected grid or a grid of your choice.
The Grids
The heart of all operations you perform involve values entered into the cells of a grid. These
values may represent values in a matrix, a column vector, a row vector or a scalar. Each grid is like a
spreadsheet. Typically, you select the first row and column cell by clicking on that cell with the left mouse
key when the mouse cursor is positioned over that cell. To select a particular grid, click the left mouse
button when the mouse cursor is positioned over any cell of that grid. You will then see that the grid
number currently selected is displayed in a small text box in the upper left side of the form (directly below
the menus.)
452
Operations and Operands
At the bottom of the form (under the grids) are four "text" boxes labeled Operation, Operand1,
Operand2 and Operand3. Each time you perform an operation by use of one of the menu options, you will
see an abbreviation of that operation in the Operation box. Typically there will be at least one or two
operands related to that operation. The first operand is typically the name of the data file occupying the
current grid and the second operand the name of the file containing the results of the operation. Some
operations involve two grids, for example, adding two matrices. In these cases, the name of the two grid
files involved will be in operands1 and operands2 boxes while the third operand box will contain the file
for the results.
You will also notice that each operation or operand is prefixed by a number followed by a dash.
In the case of the operation, this indicates the grid number from which the operation was begun. The
numbers which prefix the operand labels indicate the grid in which the corresponding files were loaded or
saved. The operation and operands are separated by a colon (:). When you execute a script line by double
clicking an operation in the script list, the files are typically loaded into corresponding grid numbers and
the operation performed.
Menus
The operations which may be performed on or with matrices, vectors and scalars are all listed as
options under major menu headings shown across the top of the main form. For example, the File menu,
when selected, provides a number of options for loading a grid with file data, saving a file of data from a
grid, etc. Click on a menu heading and explore the options available before you begin to use MatMan. In
nearly all cases, when you select a menu option you will be prompted to enter additional information. If
you select an option by mistake you can normally cancel the operation.
Combo Boxes
Your main MatMan form contains what are known as "Drop-Down" combination boxes located
on the right side of the form. There are four such boxes: The "Matrix" box, the "Column Vectors" box, the
"Row Vectors" box and the "Scalars" box. At the right of each box is an arrow which, when clicked,
results in a list of items "dropped-down" into view. Each item in a box represents the name of a matrix,
vector or scalar file in the current directory or which has been created by one of the possible menu
operations. By clicking on one of these items, you initiate the loading of the file containing the data for
that matrix, vector or scalar. You will find this is a convenient alternative to use of the File menu for
opening files which you have been working with. Incidentally, should you wish to delete an existing file,
you may do so by selecting the "edit" option under the Script menu. The script editor lists all files in a
directory and lets you delete a file by simply double-clicking the file name!
The Operations Script
Located on the right side of the main form is a rectangle which may contain operations and
operands performed in using MatMan. This list of operations and their corresponding operands is known
collectively as a "Script". If you were to perform a group of operations, for example, to complete a
multiple regression analysis, you may want to save the script for reference or repeated analysis of another
set of data. You can also edit the scripts that are created to remove operations you did not intend, change
the file names referenced, etc. Scripts may also be printed.
Getting Help on a Topic
453
You obtain help on a topic by first selecting a menu item, grid or other area of the main form by placing the
mouse over the item for which you want information. Once the area of interest is selected, press the F1 key
on your keyboard. If a topic exists in the help file, it will be displayed. You can press the F1 key at any
point to bring up the help file. A book is displayed which may be opened by double clicking it. You may
also search for a topic using the help file index of keywords.
Scripts
Each time an operation is performed on grid data, an entry is made in a "Script" list shown in the
right-hand portion of the form. The operation may have one to three "operands" listed with it. For
example, the operation of finding the eigenvalues and eigenvectors of a matrix will have an operation of
SVDInverse followed by the name of the matrix being inverted, the name of the eigenvalues matrix and the
name of the eigenvectors matrix. Each part of the script entry is preceded by a grid number followed by a
hyphen (-). A colon separates the parts of the entry (:). Once a series of operations have been performed
the script that is produced can be saved. Saved scripts can be loaded at a later time and re-executed as a
group or each entry executed one at a time. Scripts can also be edited and re-saved. Shown below is an
example script for obtaining multiple regression coefficients.
CURRENT SCRIPT LISTING:
FileOpen:1-newcansas
1-ColAugment:newcansas:1-X
1-FileSave:1-X.MAT
1-MatTranspose:1-X:2-XT
2-FileSave:2-XT.MAT
2-PreMatxPostMat:2-XT:1-X:3-XTX
3-FileSave:3-XTX.MAT
3-SVDInverse:3-XTX.MAT:1-XTXINV
1-FileSave:1-XTXINV.MAT
FileOpen:1-XT.MAT
FileOpen:2-Y.CVE
1-PreMatxPostVec:1-XT.MAT:2-Y.CVE:3-XTY
3-FileSave:3-XTY.CVE
FileOpen:1-XTXINV.MAT
1-PreMatxPostVec:1-XTXINV.MAT:3-XTY:4-BETAS
4-FileSave:4-Bweights.CVE
Print
To print a script which appears in the Script List, move your mouse to the Script menu and click
on the Print option. The list will be printed on the Output Form. At the bottom of the form is a print button
that you can click with the mouse to get a hard-copy output.
Clear Script List
To clear an existing script from the script list, move the mouse to the Script menu and click the
Clear option. Note: you may want to save the script before clearing it if it is a script you want to reference
at a later time.
Edit the Script
454
Occasionally you may want to edit a script you have created or loaded. For example, you may see
a number of Load File or Save File operations in a script. Since these are entered only for documentation
and cannot actually be executed by clicking on them, they can be removed from the script. The result is a
more compact and succinct script of operations performed. You may also want to change the name of files
accessed for some operations or the name of files saved following an operation so that the same operations
may be performed on a new set of data. To begin editing a script, move the mouse cursor to the Script
menu and click on the Edit option. A new form appears which provides options for the editing. The list of
operations appears on the left side of the form and an Options box appears in the upper right portion of the
form. To edit a given script operation, click on the item to be edited and then click one of the option
buttons. One option is to simply delete the item. Another is to edit (modify) the item. When that option is
selected, the item is copied into an "Edit Box" which behaves like a miniature word processor. You can
click on the text of an operation at any point in the edit box, delete characters following the cursor with the
delete key, use the backspace key to remove characters in front of the cursor, and enter characters at the
cursor. When editing is completed, press the return key to place the edited operation back into the script
list from which it came.
Also on the Edit Form is a "Directory Box" and a "Files Box". Shown in the directory box is the
current directory you are in. The files list box shows the current files in that directory. You can delete a
file from any directory by simply double-clicking the name of the file in the file list. A box will pop up to
verify that you want to delete the selected file. Click OK to delete the file or click Cancel if you do not
want to delete the file. CAUTION! Be careful NOT to delete an important file like MATMAN.EXE,
MATMAN.HLP or other system files (files with extensions of .exe, .dll, .hlp, .inf, etc.! Files which ARE
safe to delete are those you have created with MatMan. These all end with an extension of .MAT, .CVE,
.RVE ,.SCA or .SCR .
Load a Script
If you have saved a script of matrix operations, you can re-load the script for execution of the
entire script of operations or execution of individual script items. To load a previously saved script, move
the mouse to the Script menu and click on the Load option. Alternatively, you can go to the File menu and
click on the Load Script option. Operation scripts are saved in a file as text which can also be read and
edited with any word processing program capable of reading ASCII text files. For examples of scripts that
perform statistical operations in matrix notation, see the help book entitled Script Examples.
Save a Script
Nearly every operation selected from one of the menus creates an entry into the script list. This
script provides documentation of the steps performed in carrying out a sequence of matrix, vector or scalar
operations. If you save the script in a file with a meaningful name related to the operations performed, that
script may be "re-used" at a later time.
Executing a Script
You may quickly repeat the execution of a single operation previously performed and captured in
the script. Simply click on the script item with the left mouse button when the cursor is positioned over the
item to execute. Notice that you will be prompted for the name of the file or files to be opened and loaded
for that operation. You can, of course, choose a different file name than the one or ones previously used in
the script item. If you wish, you can also re-execute the entire script of operations. Move your mouse
cursor to the Script menu and click on the Execute option. Each operation will be executed in sequence
with prompts for file names appearing before execution each operation. Note: you will want to manually
save the resulting file or files with appropriate names.
455
Script Options
File Open and File Save operations may or may not appear in a script list depending on options
you have selected and saved. Since these two operations are not executed when a script is re-executed, it is
not necessary that they be saved in a script (other than for documentation of the steps performed.) You can
choose whether or not to have these operations appear in the script as you perform matrix, vector or scalar
operations. Move your mouse cursor to the Script menu and click on the Options option. A pop-up form
will appear on which you can elect to save or not save the File Open and File Save operations. The default
(unchecked) option is to save these operations in a script. Clicking on an option tells the program to NOT
write the operation to the script. Return to the MatMan main form by clicking the Return or Cancel button.
Files
When MatMan is first started it searches the current directory of your disk for any matrices,
column vectors, row vectors or scalars which have previously been saved. The file names of each matrix,
vector or scalar are entered into a drop-down list box corresponding to the type of data. These list boxes
are located in the upper right portion of the main form. By first selecting one of the four grids with a click
of the left mouse button and then clicking on one of the file names in a drop-down list, you can
automatically load the file in the selected grid. Each time you save a grid of data with a new name, that file
name is also added to the appropriate file list (Matrix, Column Vector, Row Vector or Scalar.)
At the top of the main form is a menu item labeled "Files". By clicking on the Files menu you will
see a list of file options as shown in the picture below. In addition to saving or opening a file for a grid,
you can also import an OpenStat .txt file, import a file with tab-separated values, import a file with comma
separated values or import a file with spaces separating the values. All files saved with MatMan are ASCII
text files and can be read (and edited if necessary) with any word processor program capable of reading
ASCII files (for example the Windows Notepad program.)
456
Fig. 14.2 Using the MatMan Files Menu
Keyboard Input
You can input data into a grid directly from the keyboard to create a file. The file may be a
matrix, row vector, column vector or a scalar. Simply click on one of the four grids to receive your
keystrokes. Note that the selected grid number will be displayed in a small box above and to the left of the
grids. Next, click on the Files menu and move your cursor down to the Keyboard entry option. You will
see that this option is expanded for you to indicate the type of data to be entered. Click on the type of data
to be entered from the keyboard. If you selected a matrix, you will be prompted for the number of rows
and columns of the matrix. For a vector, you will be prompted for the type (column or row) and the
number of elements. Once the type of data to be entered and the number of elements are known, the
program will "move" to the pre-selected grid and be waiting for your data entry. Click on the first cell
(Row 1 and Column 1) and type your (first) value. Press the tab key to move to the next element in a row
or, if at the end of a row, the first element in the next row. When you have entered the last value, instead of
pressing the tab key, press the return key. You will be prompted to save the data. Of course, you can also
go to the Files menu and click on the Save option. This second method is particularly useful if you are
entering a very large data matrix and wish to complete it in several sessions.
File Open
If you have previously saved a matrix, vector or scalar file while executing the MatMan program,
it will have been saved in the current directory (where the MatMan program resides.) MatMan saves data
of a matrix type with a file extension of .MAT. Column vectors are saved with an extension of .CVE and
row vectors saved with an extension of .RVE. Scalars have an extension of .SCA. When you click the File
Open option in the File menu, a dialogue box appears. In the lower part of the box is an indication of the
type of file. Click on this drop-down box to see the various extensions and click on the one appropriate to
the type of file to be loaded. Once you have done that, the files listed in the files box will be only the files
with that extension. Since the names of all matrix, vector and scalar files in the current directory are also
loaded into the drop-down boxes in the upper right portion of the MatMan main form, you can also load a
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file by clicking on the name of the file in one of these boxes. Typically, you will be prompted for the grid
number of the grid in which to load the file. The grid number is usually the one you have previously
selected by clicking on a cell in one of the four grids.
File Save
Once you have entered data into a grid or have completed an operation producing a new output
grid, you may save it by clicking on the save option of the File menu. Files are automatically saved with an
extension which describes the type of file being saved, that is, with a .MAT, .CVE, .RVE or .SCA
extension. Files are saved in the current directory unless you change to a different directory from the save
dialogue box which appears when you are saving a file. It is recommended that you save files in the same
directory (current directory) in which the MatMan program resides. The reason for doing this is that
MatMan automatically loads the names of your files in the drop-down boxes for matrices, column vectors,
row vectors and scalars.
Import a File
In addition to opening an existing MatMan file that has an extension of .MAT, .CVE, .RVE or
.SCA, you may also import a file created by other programs. Many word processing and spread -sheet
programs allow you to save a file with the data separated by tabs, commas or spaces. You can import any
one of these types of files. Since the first row of data items may be the names of variables, you will be
asked whether or not the first line of data contains variable labels.
You may also import files that you have saved with the OpenStat2 program. These files have an extension
of .TXT or .txt when saved by the OpenStat2 program. While they are ASCII type text files, they contain a
lot of information such as variable labels, long labels, format of data, etc. MatMan simply loads the
variable labels, replacing the column labels currently in a grid and then loads numeric values into the grid
cells of the grid you have selected to receive the data.
Export a File
You may wish to save your data in a form which can be imported into another program such as
OpenStat, Excel, MicroSoft Word, WordPerfect, etc. Many programs permit you to import data where the
data elements have been separated by a tab, comma or space character. The tab character format is
particulary attractive because it creates an ASCII (American Standard Code for Information Interchange)
file with clearly delineated spacing among values and which may be viewed by most word processing
programs.
Open a Script File
Once you have performed a number of operations on your data you will notice that each operation
has been "summarized" in a list of script items located in the script list on the right side of the MatMan
form. This list of operations may be saved for later reference or re-execution in a file labeled appropriate to
the series of operations. To re-open a script file, go to the File Menu and select the Open a Script File
option. A dialogue box will appear. Select the type of file with an extension of .SCR and you will see the
previously saved script files listed. Click on the one to load and press the OK button on the dialogue form.
Note that if a script is already in the script list box, the new file will be added to the existing one. You may
want to clear the script list box before loading a previously saved script. Clear the script list box by
selecting the Clear option under the Script Operations menu.
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Save the Script
Once a series of operations have been performed on your data, the operations performed will be
listed in the Script box located to the right of the MatMan form. The series of operations may represent the
completion of a data analysis such as multiple regression, factor analysis, etc. You may save this list of
operations for future reference or re-execution. To save a script, select the Save Script option from the File
Menu. A dialogue box will appear in which you enter the name of the file. Be sure that the type of file is
selected as a .SCR file (types are selected in the drop-down box of the dialogue form.) A file extension of
.SCR is automatically appended to the name you have entered. Click on the OK button to complete the
saving of the script file.
Reset All
Occasionally you may want to clear all grids of data and clear all drop-down boxes of currently
listed matrix, vector and scalar files. To do so, click the Clear All option under the Files Menu. Note that
the script list box is NOT cleared by this operation. To clear a script, select the Clear operation under the
Script Operations menu.
Entering Grid Data
Grids are used to enter matrices, vectors or scalars. Select a grid for data by moving the mouse
cursor to the one of the grids and click the left mouse button. Move your mouse to the Files menu at the top
of the form and click it with the left mouse button. Bring your mouse down to the Keyboard Input option.
For entry of a matrix of values, click on the Matrix option. You will then be asked to verify the grid for
entry. Press return if the grid number shown is correct or enter a new grid number and press return. You
will then be asked to enter the name of your matrix (or vector or scalar.) Enter a descriptive name but keep
it fairly short. A default extension of .MAT will automatically be appended to matrix files, a .CVE will be
appended to column vectors, a .RVE appended to row vectors and a .SCA appended to a scalar. You will
then be prompted for the number of rows and the number of columns for your data. Next, click on the first
available cell labeled Col.1 and Row 1. Type the numeric value for the first number of your data. Press the
tab key to move to the next column in a row (if you have more than one column) and enter the next value.
Each time you press the tab key you will be ready to enter a value in the next cell of the grid. You can, of
course, click on a particular cell to edit the value already entered or enter a new value. When you have
entered the last data value, press the Enter key. A "Save" dialog box will appear with the name you
previously chose. You can keep this name or enter a new name and click the OK button. If you later wish
to edit values, load the saved file, make the changes desired and click on the Save option of the Files menu.
When a file is saved, an entry is made in the Script list indicating the action taken. If the file name
is not already listed in one of the drop-down boxes (e.g. the matrix drop-down box), it will be added to that
list.
Clearing a Grid
Individual grids are quickly reset to a blank grid with four rows and four columns by simply
moving the mouse cursor over a cell of the grid and clicking the RIGHT mouse button. CAUTION! Be
sure the data already in the grid has been saved if you do not want to lose it!
Inserting a Column
There may be occasions where you need to add another variable or column of data to an existing
matrix of data. You may insert a new blank column in a grid by selecting the Insert Column operation
under the Matrix Operations menu. First, click on an existing column in the matrix prior to or following
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the cell where you want the new column inserted. Click on the Insert Column option. You will be
prompted to indicate whether the new column is to precede or follow the currently selected column.
Indicate your choice and click the Return button.
Inserting a Row
There may be occasions where you need to add another subject or row of data to an existing
matrix of data. You may insert a new blank row in a grid by selecting the Insert Row operation under the
Matrix Operations menu. First, click on an existing row in the matrix prior to or following the cell where
you want the new row inserted. Click on the Insert Row option. You will be prompted to indicate whether
the new row is to precede or follow the number of the selected row. Indicate your choice and click the
Return button.
Deleting a Column
To delete a column of data in an existing data matrix, click on the grid column to be deleted and
click on the Delete Column option under the Matrix Operations menu. You will be prompted for the name
of the new matrix to save. Enter the new matrix name (or use the current one if the previous one does not
need to be saved) and click the OK button.
Deleting a Row
To delete a row of data in an existing data matrix, click on the grid row to be deleted and click on
the Delete Row option under the Matrix Operations menu. You will be prompted for the name of the new
matrix to save. Enter the new matrix name (or use the current one if the previous one does not need to be
saved) and click the OK button.
Using the Tab Key
You can navigate through the cells of a grid by simply pressing the tab key. Of course, you may also click
the mouse button on any cell to select that cell for data entry or editing. If you are at the end of a row of
data and you press the tab key, you are moved to the first cell of the next row (if it exists.) To save a file
press the Return key when located in the last row and column cell.
Using the Enter Key
If you press the Return key after entering the last data element in a matrix, vector or scalar, you
will automatically be prompted to save the file. A "save" dialogue box will appear in which you enter the
name of the file to save your data. Be sure the type of file to be saved is selected before you click the OK
button.
Editing a Cell Value
Errors in data entry DO occur (after all, we are human aren't we?) You can edit a data element by
simply clicking on the cell to be edited. If you double click the cell, it will be highlighted in blue at which
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time you can press the delete key to remove the cell value or enter a new value. If you simply wish to edit
an existing value, click the cell so that it is NOT highlighted and move the mouse cursor to the position in
the value at which you want to start editing. You can enter additional characters, press the backspace key
to remove a character in front of the cursor or press the delete key to remove a character following the
cursor. Press the tab key to move to the next cell or press the Return key to obtain the save dialogue box
for saving your corrections.
Loading a File
Previously saved matrices, vectors or scalars are easily loaded into any one of the four grids. First select a
grid to receive the data by clicking on one of the cells of the target grid. Next, click on the Open File
option under the Files Menu. An "open" dialogue will appear which lists the files in your directory. The
dialogue has a drop-down list of possible file types. Select the type for the file to be loaded. Only files of
the selected type will then be listed. Click on the name of the file to load and click the OK button to load
the file data.
Matrix Operations
Once a matrix of data has been entered into a grid you can elect to perform a number of matrix
operations. The figure below illustrates the options under the Matrix Operations menu. Operations
include:
Row Augment
Column Augment
Delete a Row
Delete a Column
Extract Col. Vector from Matrix
SVD Inverse
Tridiagonalize
Upper-Lower Decomposition
Diagonal to Vector
Determinant
Normalize Rows
Normalize Columns
Premultiply by : Row Vector; Matrix;Scaler
Postmultiply by : Column Vector; Matrix
Eigenvalues and Vectors
Transpose
Trace
Matrix A + Matrix B
Matrix A - Matrix B
Print
Printing
You may elect to print a matrix, vector, scalar or file. When you do, the output is placed on an
"Output" form. At the bottom of this form is a button labeled "Print" which, if clicked, will send the
contents of the output form to the printer. Before printing this form, you may type in additional
information, edit lines, cut and paste lines and in general edit the output to your liking. Edit operations are
provided as icons at the top of the form. Note that you can also save the output to a disk file, load another
output file and, in general, use the output form as a word processor.
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Row Augment
You may add a row of 1's to a matrix with this operation. When the transpose of such an
augmented matrix is multiplied times this matrix, a cell will be created in the resulting matrix, which
contains the number of columns in the augmented matrix.
Column Augmentation
You may add a column of 1's to a matrix with this operation. When the transpose of such an
augmented matrix is multiplied times this matrix, a cell will be created in the resulting matrix, which
contains the number of rows in the augmented matrix. The procedure for completing a multiple regression
analysis often involves column augmentation of a data matrix containing a row for each object (e.g. person)
and column cells containing independent variable values. The column of 1's created from the Column
Augmentation process ends up providing the intercept (regression constant) for the analysis.
Extract Col. Vector from Matrix
In many statistics programs the data matrix you begin with contains columns of data representing
independent variables and one or more columns representing dependent variables. For example, in
multiple regression analysis, one column of data represents the dependent variable (variable to be
predicted) while one or more columns represent independent variables (predictor variables.) To analyze
this data with the MatMan program, one would extract the dependent variable and save it as a column
vector for subsequent operations (see the sample multiple regression script.) To extract a column vector
from a matrix you first load the matrix into one of the four grids, click on a cell in the column to be
extracted and then click on the Extract Col. Vector option under the Matrix Operations menu.
SVDInverse
A commonly used matrix operation is the process of finding the inverse (reciprocal) of a
symmetric matrix. A variety of methods exist for obtaining the inverse (if one exists.) A common problem
with some inverse methods is that they will not provide a solution if one of the variables is dependent (or
some combination of) on other variables (rows or columns) of the matrix. One advantage of the "Singular
Value Decomposition" method is that it typically provides a solution even when one or more dependent
variables exist in the matrix. The offending variable(s) are essentially replaced by zeroes in the row and
column of the dependent variable. The resulting inverse will NOT be the desired inverse.
To obtain the SVD inverse of a matrix, load the matrix into a grid and click on the SVDInverse
option from the Matrix Operations menu. The results will be displayed in grid 1 of the main form. In
addition, grids 2 through 4 will contain additional information which may be helpful in the analysis.
Figures 1 and 2 below illustrate the results of inverting a 4 by 4 matrix, the last column of which contains
values that are the sum of the first three column cells in each row (a dependent variable.)
When you obtain the inverse of a matrix, you may want to verify that the resulting inverse is, in
fact, the reciprocal of the original matrix. You can do this by multiplying the original matrix times the
inverse. The result should be a matrix with 1's in the diagonal and 0's elsewhere (the identity matrix.)
Figure 3 demonstrates that the inverse was NOT correct, that is, did not produce an identity matrix when
multiplied times the original matrix.
Figure 1. DepMat.MAT From Grid Number 1
Columns
Col.1 Col.2 Col.3 Col.4
Rows
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1 5.000 11.000 2.000 18.000

2 11.000 2.000 4.000 17.000
3 2.000 4.000 1.000 7.000
4 18.000 17.000 7.000 1.000
Figure 2. DepMatInv.MAT From Grid Number 1
Columns
Rows
1 0.584 0.106 -1.764 0.024
2 0.106 -0.068 -0.111 0.024
3 -1.764 -0.111 4.802 0.024
4 0.024 0.024 0.024 -0.024
Figure 3. DepMatxDepMatInv.MAT From Grid Number 3
Columns
Rows
1 1.000 0.000 0.000 0.000
2 0.000 1.000 0.000 0.000
3 0.000 0.000 1.000 0.000
4 1.000 1.000 1.000 0.000
NOTE! This is NOT an Identity matrix.
Tridiagonalize
In obtaining the roots and vectors of a matrix, one step in the process is frequently to reduce a
symetric matrix to a tri-diagonal form. The resulting matrix is then solved more readily for the eigenvalues
and eigenvectors of the original matrix. To reduce a matrix to its tridiagonal form, load the original matrix
in one of the grids and click on the Tridiagonalize option under the Matrix Operations menu.
Upper-Lower Decomposition
A matrix may be decomposed into two matrices: a lower matrix (one with zeroes above the
diagonal) and an upper matrix (one with zeroes below the diagonal matrix.) This process is sometimes
used in obtaining the inverse of a matrix. The matrix is first decomposed into lower and upper parts and
the columns of the inverse solved one at a time using a routine that solves the linear equation A X = B
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where A is the upper/lower decomposition matrix, B are known result values of the equation and X is
solved by the routine. To obtain the LU decomposition, enter or load a matrix into a grid and select the
Upper-Lower Decomposition option from the Matrix Operations menu.
Diagonal to Vector
In some matrix algebra problems it is necessary to perform operations on a vector extracted from
the diagonal of a matrix. The Diagonal to Vector operation extracts the the diagonal elements of a matrix
and creates a new column vector with those values. Enter or load a matrix into a grid and click on the
Diagonal to Vector option under the Matrix Operations menu to perform this operation.
Determinant
The determinant of a matrix is a single value characterizing the matrix values. A singular matrix
(one for which the inverse does not exist) will have a determinant of zero. Some ill-conditioned matrices
will have a determinant close to zero. To obtain the determinant of a matrix, load or enter a matrix into a
grid and select the Determinant option from among the Matrix Operations options. Shown below is the
determinant of a singular matrix (row/column 4 dependent on columns 1 through 3.)
Columns
Rows
1 5.000 11.000 2.000 18.000
2 11.000 2.000 4.000 17.000
3 2.000 4.000 1.000 7.000
4 18.000 17.000 7.000 42.000
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Columns
Col 1
Rows
1 0.000
Normalize Rows or Columns
In matrix algebra the columns or rows of a matrix often represent vectors in a multi-dimension
space. To make the results more interpretable, the vectors are frequently scaled so that the vector length is
1.0 in this "hyper-space" of k-dimensions. This scaling is common for statistical procedures such as Factor
Analysis, Principal Component Analysis, Discriminant Analysis, Multivariate Analysis of Variance, etc.
To normalize the row (or column) vectors of a matrix such as eigenvalues, load the matrix into a grid and
select the Normalize Rows (or Normalize Columns) option from the Matrix Operations menu.
Pre-Multiply by:
A matrix may be multiplied by a row vector, another matrix or a single value (scalar.) When a
row vector with N columns is multiplied times a matrix with N rows, the result is a row vector of N
elements. When a matrix of N rows and M columns is multiplied times a matrix with M rows and Q
columns, the result is a matrix of N rows and Q columns. Multiplying a matrix by a scalar results in each
element of the matrix being multiplied by the value of the scalar.
To perform the pre-multiplication operation, first load two grids with the values of a matrix and a
vector, matrix or scaler. Click on a cell of the grid containing the matrix to insure that the matrix grid is
selected. Next, select the Pre-Multipy by: option and then the type of value for the pre-multiplier in the
sub-options of the Matrix Operations menu. A dialog box will open asking you to enter the grid number of
the matrix to be multiplied. The default value is the selected matrix grid. When you press the OK button
another dialog box will prompt you for the grid number containing the row vector, matrix or scalar to be
multiplied times the matrix. Enter the grid number for the pre-multiplier and press return. Finally, you will
be prompted to enter the grid number where the results are to be displayed. Enter a number different than
the first two grid numbers entered. You will then be prompted for the name of the file for saving the
results.
Post-Multiply by:
A matrix may be multiplied times a column vector or another matrix. When a matrix with N rows
and Q columns is multiplied times a column vector with Q rows, the result is a column vector of N
elements. When a matrix of N rows and M columns is multiplied times a matrix with M rows and Q
columns, the result is a matrix of N rows and Q columns.
To perform the post-multiplication operation, first load two grids with the values of a matrix and a
vector or matrix. Click on a cell of the grid containing the matrix to insure that the matrix grid is selected.
Next, select the Post-Multiply by: option and then the type of value for the post-multiplier in the sub-
options of the Matrix Operations menu. A dialog box will open asking you to enter the grid number of the
matrix multiplier. The default value is the selected matrix grid. When you press the OK button another
dialog box will prompt you for the grid number containing the column vector or matrix. Enter the grid
number for the post-multiplier and press return. Finally, you will be prompted to enter the grid number
where the results are to be displayed. Enter a number different than the first two grid numbers entered.
You will then be prompted for the name of the file for saving the results.
Eigenvalues and Vectors
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Eigenvalues represent the k roots of a polynomial constructed from k equations. The equations are
represented by values in the rows of a matrix. A typical equation written in matrix notation might be:
Y=BX
where X is a matrix of known "independent" values, Y is a column vector of "dependent" values and B is a
column vector of coefficients which satisfies specified properties for the solution. An example is given
when we solve for "least-squares" regression coefficients in a multiple regression analysis. In this case, the
X matrix contains cross-products of k independent variable values for N cases, Y contains known values
obtained as the product of the transpose of the X matrix times the N values for subjects and B are the
resulting regression coefficients.
In other cases we might wish to transform our matrix X into another matrix V which has the
property that each column vector is "orthogonal" to (un-correlated) with the other column vectors. For
example, in Principal Components analysis, we seek coefficients of vectors that represent new variables
that are uncorrelated but which retain the variance represented by variables in the original matrix. In this
case we are solving the equation
VXVT = 
X is a symmetric matrix and  are roots of the matrix stored as diagonal values of a matrix. If the columns
of V are normalized then V VT = I, the identity matrix.
Transpose
The transpose of a matrix or vector is simply the creation of a new matrix or vector where the
number of rows is equal to the number of columns and the number of columns equals the number of rows
of the original matrix or vector. For example, the transpose of the row vector [1 2 3 4] is the column
vector:
1
2
3
4
Similarly, given the matrix of values:
1 2 3
4 5 6
the transpose is:
1 4
2 5
3 6
You can transpose a matrix by selecting the grid in which your matrix is stored and clicking on the
Transpose option under the Matrix Operations menu. A similar option is available under the Vector
Operations menu for vectors.
Trace
The trace of a matrix is the sum of the diagonal values.
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Matrix A + Matrix B
When two matrices of the same size are added, the elements (cell values) of the first are added to
corresponding cells of the second matrix and the result stored in a corresponding cell of the results matrix.
To add two matrices, first be sure both are stored in grids on the main form. Select one of the grid
containing a matrix and click on the Matrix A + Matrix B option in the Matrix Operations menu. You will
be prompted for the grid numbers of each matrix to be added as well as the grid number of the results.
Finally, you will be asked the name of the file in which to save the results.
Matrix A - Matrix B
When two matrices of the same size are subtracted, the elements (cell values) of the second are
subtracted from corresponding cells of the first matrix and the result stored in a corresponding cell of the
results matrix. To subtract two matrices, first be sure both are stored in grids on the main form. Select one
of the grids containing the matrix from which another will be subtracted and click on the Matrix A - Matrix
B option in the Matrix Operations menu. You will be prompted for the grid numbers of each matrix as
well as the grid number of the results. Finally, you will be asked the name of the file in which to save the
results.
Print
To print a matrix be sure the matrix is loaded in a grid, the grid selected and then click on the print
option in the Matrix Operations menu. The data of the matrix will be shown on the output form. To print
the output form on your printer, click the Print button located at the bottom of the output form.
Vector Operations
A number of vector operations may be performed on both row and column vectors. Shown below
is the main form with the Vector Operations menu selected. The operations you may perform are:
Transpose
Multiply by Scalar
Square Root of Elements
Reciprocal of Elements
Print
Row Vec. x Col. Vec.
Col. Vec x Row Vec.
Vector Transpose
The transpose of a matrix or vector is simply the interchange of rows with columns. Transposing a matrix
results in a matrix with the first row being the previous first column, the second row being the previous
second column, etc. A column vector becomes a row vector and a row vector becomes a column vector.
To transpose a vector, click on the grid where the vector resides that is to be transposed. Select the
Transpose Option from the Vector Operations menu and click it. Save the transposed vector in a file when
the save dialogue box appears.
Multiply a Vector by a Scalar
When you multiply a vector by a scalar, each element of the vector is multiplied by the value of
that scalar. The scalar should be loaded into one of the grids and the vector in another grid. Click on the
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Multiply by a Scalar option under the Vector Operations menu. You will be prompted for the grid numbers
containing the scalar and vector. Enter those values as prompted and click the return button following
each. You will then be presented a save dialogue in which you enter the name of the new vector.
Square Root of Vector Elements
You can obtain the square root of each element of a vector. Simply select the grid with the vector
and click the Square Root option under the Vector Operations menu. A save dialogue will appear after the
execution of the square root operations in which you indicate the name of your new vector. Note - you
cannot take the square root of a vector that contains a negative value - an error will occur if you try.
Reciprocal of Vector Elements
Several statistical analysis procedures involve obtaining the reciprocal of the elements in a vector
(often the diagonal of a matrix.) To obtain reciprocals, click on the grid containing the vector then click on
the Reciprocal option of the Vector Operations menu. Of course, if one of the elements is zero, an error
will occur! If valid values exist for all elements, you will then be presented a save dialogue box in which
you enter the name of your new vector.
Print a Vector
Printing a vector is the same as printing a matrix, scalar or script. Simply select the grid to be
printed and click on the Print option under the Vector Operations menu. The printed output is displayed on
an output form. The output form may be printed by clicking the print button located at the bottom of the
form.
Row Vector Times a Column Vector
Multiplication of a column vector by a row vector will result in a single value (scalar.) Each
element of the row vector is multiplied times the corresponding element of the column vector and the
products are added. The number of elements in the row vector must be equal to the number of elements in
the column vector. This operation is sometimes called the "dot product" of two vectors. Following
execution of this vector operation, you will be shown the save dialogue for saving the resulting scalar in a
file.
Column Vector Times Row Vector
When you multiply a column vector of k elements times a row vector of k elements, the result is a
k by k matrix. In the resulting matrix each row by column cell is the product of the corresponding column
element of the row vector and the corresponding row element of the column vector. The result is
equivalent to multiplying a k by 1 matrix times a 1 by k matrix.
Scalar Operations
The operations available in the Scalar Operations menu are:
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Square Root
Reciprocal
Scalar x Scalar
Print
Square Root of a Scalar
Selecting this option under the Scalar Operations menu results in a new scalar that is the square root of the
original scalar. The new value should probably be saved in a different file than the original scalar. Note
that you will get an error message if you attempt to take the square root of a negative value.
Reciprocal of a Scalar
You obtain the reciprocal of a scalar by selecting the Reciprocal option under the Scalar
Operations menu. You will obtain an error if you attempt to obtain the reciprocal of a value zero. Save the
new scalar in a file with an appropriate label.
Scalar Times a Scalar
Sometimes you need to multiply a scalar by another scalar value. If you select this option from the Scalar
Operations menu, you will be prompted for the value of the muliplier. Once the operation has been
completed you should save the new scalar product in a file appropriately labeled.
Print a Scalar
Select this option to print a scalar residing in one of the four grids that you have selected. Notice
that the output form contains all objects that have been printed. Should you need to print only one grid's
data (matrix, vector or scalar) use the Clear All option under the Files menu.
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2. Anderberg, Michael R. Cluster Analysis for Applications. New York: Academic Press, 1973.
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Sciences. New York: John Wiley and Sons, Inc., 1977.
4. Besterfield, Dale H. Quality Control, 2nd Ed. Englewood Ciffs, N.J.: Prentice-Hall, Inc., 1986.
5. Bishop, Yvonne M., Fienberg, Stephen E. and Holland, Paul W. Discrete Multivariate Analysis. Theory and
Practice. Cambridge, Mass.: The MIT Press 1975.
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Index
2-Stage Least-Squares Regression ................. 166 CUSUM Chart ................................................ 349
alpha ................................................................. 63 Data Smoothing ................................................ 60
Analyses ........................................................... 20 Decision Risks .................................................. 63
Analysis of Covariance .......................... 241, 243 Defect (Non-conformity) c Chart ................... 351
Analysis of Variance ...................................... 174 Defects Per Unit u Chart ................................. 351
Analysis of Variance Using Multiple Regression Derivative ....................................................... 128
Methods ...................................................... 235 Deviation Scores............................................. 136
Attitudes, Values, Beliefs ............................... 381 Differences Between Correlations in Dependent
Autocorrelation............................................... 110 Samples ...................................................... 107
Average Linkage Hierarchical Cluster Analysis Differential Item Functioning ......................... 412
.................................................................... 270 Differentiating ................................................ 128
AxB Log Linear Analysis ............................... 290 Discriminant Function .................................... 251
AxS Mixed Design ......................................... 202 Discriminant Function / MANOVA ............... 258
Backward Stepwise Multiple Regression ....... 145 Discriminate Validity ..................................... 362
Bartlett's Test of Sphericity ............................ 288 Dummy Coding .............................................. 238
Basic Statistics.................................................. 24 Edit Menu ......................................................... 17
Behavior Checklists ........................................ 395 Effect Coding ................................................. 236
Best Fit Multiple Regression .......................... 150 Eigenvalues and Eigenvectors ........................ 248
Beta .................................................................. 63 Entering Data .................................................... 14
Binary Logistic Regression ............................ 157 Equation Editor................................................. 17
Binomial Distribution ....................................... 75 Estimating Population Parameters .................... 33
Block Entry Multiple Regression ................... 143 event ................................................................. 27
both moving average ...................................... 111 F Ratio Distribution .......................................... 78
Box Plots .......................................................... 51 Factor Analysis ....................................... 254, 281
Breakdown ....................................................... 40 Files .................................................................. 13
Bubble Plot ....................................................... 46 Fisher’s Exact Test ................................. 307, 316
Canonical Correlation..................................... 248 Fixed and Random Effects ............................. 176
central tendency ............................................... 26 Free Pascal/Lazarus .......................................... 11
Central Tendency and Variability .................... 36 Frequencies ....................................................... 38
Chi-Squared Distribution ................................. 77 Frequency Distributions ................................... 72
Classical Item Analysis .................................. 373 Friedman Two Way ANOVA................. 309, 323
Classical Test Item Analysis .......................... 397 General Linear Model..................................... 242
Cluster Analyses ..................................... 252, 264 Generalized Kappa ......................................... 338
Cochran Q Test....................................... 308, 321 Generate Test Data ......................................... 423
combination ...................................................... 28 Graphic Images................................................. 22
Common Errors ................................................ 22 Greco-Latin Squares ....................................... 193
Comparing Distributions .................................. 59 Greek symbols .................................................. 24
Comparison of Correlations ........................... 119 grid ................................................................... 12
Completely Randomized Design .................... 174 Group Frequency Histograms ........................... 45
Composite Test Reliability ............................. 364 Guttman Scalogram Analysis ................. 389, 408
Concurrent Validity ........................................ 361 Hierarchical Cluster Analysis ................. 252, 264
Conditional Probability .................................... 28 Hoyt Reliability .............................................. 401
Confidence Intervals ........................................ 71 Hypotheses About Correlations in One
Construct Validity .......................................... 362 Population ................................................... 102
Content Validity ............................................. 363 Hypotheses Related to a Single Mean .............. 64
Contingency Chi-Square ........................ 306, 311 Interactions ..................................................... 180
Correlation Differences .................................... 85 Interval Scales ................................................ 355
Correlation Test ................................................ 82 Item and Test Analysis ................................... 373
Correspondence Analysis ............................... 285 Item difficulty ................................................. 374
Course Grades System.................................... 425 Item Discrimination ........................................ 373
covariance ........................................................ 96 Item Response Theory .................................... 375
Cox Proportional Hazards Survival Regression Kappa and Weighted Kappa ........................... 336
.................................................................... 159 Kendall’s Coefficient of Concordance ... 307, 317
Cross-Tabulation .............................................. 40 Kendall's Tau and Partial Tau................. 310, 327
474
K-Means Clustering Analysis ........................ 269 polynomial regression .................................... 111

Kolmogorov-Smirnov Test..................... 311, 335 Polytomous DIF Analysis ............................... 420
Kruskal-Wallis One-Way ANOVA ........ 308, 319 power ................................................................ 68
Kuder - Richardson Formula 20 ..................... 357 prediction equation ......................................... 100
Kuder-Richardson #21 Reliability .................. 403 Predictive Validity .......................................... 361
Kurtosis ............................................................ 75 principal components...................................... 254
Latin and Greco-Latin Square Designs .. 188, 213 Probability ........................................................ 26
Latin Square ................................................... 188 Probability of a Binomial Event ............. 309, 325
Least Squares Calculus ................................... 124 Product Moment Correlation .................... 90, 117
Least-Squares Fit .............................................. 99 Random Effects .............................................. 180
Likert Scaling ................................................. 393 Range Chart .................................................... 349
Linear Programming ...................................... 352 Rasch One Parameter Item Analysis .............. 404
Linear Regression ............................................. 98 Rasch one-parameter logistic model ............... 377
Log Linear Analysis ....................................... 289 Ratio Scales .................................................... 355
Log Linear Analysis for an A x B x C Re-coding Values ............................................. 20
Classification Table .................................... 292 Reliability ....................................................... 356
Log Linear Screen .......................................... 304 Reliability by ANOVA ................................... 365
Logistic regression ......................................... 157 Reliability For Variance Change .................... 419
Mann-Whitney U............................................ 307 Repeated measures designs ............................ 203
Mann-Whitney U Test .................................... 314 Research Reports .............................................. 21
mean ................................................................. 30 Resistant Line ................................................... 57
Median.............................................................. 74 Ridge Regression Analysis ............................. 156
Median Plot ...................................................... 58 RIDIT Analysis .............................................. 339
Median Polishing............................................ 348 Runs Test ................................................ 310, 326
Menus ............................................................... 15 S Control Chart ............................................... 349
Multiple Group X Versus Y Plot ...................... 56 Sample Size ...................................................... 69
Multiple Regression ....................................... 122 sample space..................................................... 26
Multiple Regression Coefficient..................... 139 sample variance ................................................ 34
Multiplication Rule of Probability.................... 27 Sampling ........................................................... 30
Multivariate Analysis of Variance.................. 252 Saving a File ..................................................... 15
Nested Factors Analysis ................................. 210 Scales of Measurement ................................... 354
Nominal Scales ............................................... 354 Scattergrams ..................................................... 91
Non-Linear Regression................................... 171 Scheirer-Ray-Hare Test .................................. 348
Non-Parametric Statistics ............................... 306 Scree Plot........................................................ 282
Normal Distribution ......................................... 74 Select Cases ...................................................... 18
Normal Equations ........................................... 136 Select IF............................................................ 19
Normality Tests ................................................ 42 Selecting a Range ............................................. 19
Null and Alternate Hypotheses ......................... 70 Semantic Differential Scales .......................... 393
null hypothesis ................................................ 62 Semi-Partial Correlation ................................. 109
Number of Intervals ......................................... 38 Sen’s Slope Estimate ...................................... 334
One Between, One Repeated Design .............. 181 Sign Test ................................................. 309, 322
One Parameter Logistic Model ....................... 377 Simplex........................................................... 353
One Sample Tests ............................................. 80 Simulation ........................................................ 20
Options ............................................................. 14 Simultaneous Multiple Regression ................. 148
Ordinal Scales ................................................ 354 Single Link Clustering .................................... 271
Ordinary regression ...................................... 157 Skew ................................................................. 75
Orthogonal Coding ......................................... 237 Sort Cases ......................................................... 18
Output Form ..................................................... 21 Spearman Rank Correlation.................... 307, 313
p Chart ............................................................ 350 Spearman-Brown Reliability .......................... 425
parameters........................................................ 26 standard error of estimate ........................... 102
Partial Correlation .................................. 109, 120 Standard Error of Estimate ............................. 139
Partial Derivatives .......................................... 133 Standard Error of the Mean .............................. 35
Path Analysis .......................................... 253, 275 Standardardized Scores .................................. 137
permutation ...................................................... 28 Starting LazStats............................................... 12
Permutations and Combinations ....................... 28 statistic ............................................................. 26
Plot X Versus Multiple Y ................................. 53 Statistical Process Control .............................. 349
Poisson Distribution ......................................... 76 Stem and Leaf Plot ........................................... 54
Polynomial (Non-Linear) Regression ............. 156 Stepwise Forward Multiple Regression .......... 144
475
Stepwise Multiple Regression ........................ 142 Two Factor ANOVA by Multiple Regression 239
String labels ...................................................... 23 Two Factor Repeated Measures Analysis ....... 186
Structure Coefficents ...................................... 258 Two Means ....................................................... 87
Student t-Test ................................................... 88 Two Proportions ............................................... 84
Successive Interval Scaling ............................ 410 Two-Way ANOVA ........................................ 196
Successive Interval Scaling Procedures ......... 386 Two-way, Fixed-Effects ................................. 176
summation operator .......................................... 25 Type I error ..................................................... 63
Test for a Proportion ........................................ 82 Type II error ................................................... 63
Test Length ..................................................... 363 unbiased estimate ............................................. 31
Test Theory .................................................... 354 Using LazStats .................................................. 11
Testing Equality of Correlations in Two Validity ........................................................... 361
Populations ................................................. 105 Variance and Standard Deviation ..................... 32
Testing the Difference Between Regression Variance of Errors of Prediction ..................... 102
Coefficients ................................................ 141 Variance of Predicted Scores .......................... 101
Testing the Regression Coefficients ............... 140 Variance Test .................................................... 83
The Kaplan-Meier Survival Test ............ 311, 328 Weighted Composite Test Reliablity .............. 403
The Law of Large Numbers ............................. 27 Weighted Least-Squares Regression .............. 161
Theoretical Distributions .................................. 48 Wilcoxon Matched-Pairs Signed Ranks Test 308,
Three Dimensional Rotation ..................... 50 320
Three Factor Nested ANOVA ........................ 211 Within Subjects ANOVA ............................... 200
Thurstone Paired Comparison Scaling ........... 383 X Versus Y Plot ................................................ 43
Tools Menu ...................................................... 17 XBAR Chart ................................................... 349
Transformation ................................................. 16 z Scores ............................................................ 93
Treatments by Subjects .................................. 197
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Statistics and Measurement Concepts for LazStats William G.

Statistics and Measurement Concepts for

Non-Linear Regression as Implemented in LazStats 171

Spearman Rank Correlation 313

Guttman Scalogram Analysis 408

Fig. 1.1 The LazStats Main Form 12

Fig. 3.7 Sample Cumulative Probabilities of Test Scores 73

Fig. 11.8 Rasch Item Analysis Dialog 405

Chapter 1. Installing and Using LazStats

To install LazStats for Windows, follow these steps:

1. Connect to the internet address: http://www.statprograms4U.com

Fig. 1.1 The LazStats Main Form

Fig. 1.2 Variable Definitions Dialog

Fig. 1.3 The Options Menu

Fig. 1.4 The Save Dialog Form

The Main Form Menus

The Variables Menu

Fig. 1.5 The Transformation Form

Fig. 1.6 The Equation Editor

The Edit Menu

The Tools Menu

Fig. 1.7 The Tools Menu

Fig. 1.8 The Sort Cases Menu

Fig. 1.9 The Select Cases Dialog Form

Fig. 1.10 The Select IF Dialog Form

Fig. 1.11 Selection of Cases at Random

Fig. 1.12 Selecting a Range of Cases

Fig. 1.13 Re-coding Values of a Variable

The Analyses Menu

Fig. 1.14 The Analyses Menu, Descriptive Options

The Simulation Menu

Fig. 1.15 The Simulation Menu

Creating Research Reports

The Output Form

Fig. 1.16 Copying An Image Into A Document

Some Common Errors!

Incorrect Format for Floating Point Values

String labels for Groups

Floating Point Errors

Values too Large (or small)

Chapter 2. Basic Statistics

Symbols Used in Statistics

Σ= "The sum of the values: " , or

To answer the question we can expand the formula to

Y = 5X1 + 5X2 + 5X3 + 5X4 + 5X5 + 5X6

= 5(54) = 270 (2.4)

where C is a constant value?

We can expand the above formula as

Y = (X1 - C) + (X2 - C) + ... + (XN - C)

The above expansion could also be written as

Y = (X1 + X2 + ... + XN) - NC

A variety of indexes (statistics) have been developed to estimate characteristics (measurements) of a

Additive Rules of Probability

The Law of Large Numbers

Multiplication Rule of Probability

Permutations and Combinations

A more formal statement of conditional probability is

Since both equations equal the same thing we may write

The above is known as Bayes Theorem for events.

P( B notA)  P(notA) P( B | A) (2.23)

or P(B) = P(B and A) + P(not A)P(B|not A) (2.24)

or P(B) = P(B|A)P(A) + P(not A) P(B|not A) (2.25)

Now knowing P(B) we can compute P(A|B) using Bayes' Theorem: